Last update: Fri Mar 23 02:13:54 MDT 2018
Top |
Symbols |
Math |
A |
B |
C |
D |
E |
F |
G |
H |
I |
J |
K |
L |
M |
N |
O |
P |
Q |
R |
S |
T |
U |
V |
W |
X |
Y |
Z
BibTeX entry
@Article{Korn:2013:EBM,
author = "Ralf Korn and Serkan Zeytun",
title = "Efficient basket {Monte Carlo} option pricing via a
simple analytical approximation",
journal = j-J-COMPUT-APPL-MATH,
volume = "243",
number = "??",
pages = "48--59",
day = "1",
month = may,
year = "2013",
CODEN = "JCAMDI",
ISSN = "0377-0427 (print), 1879-1778 (electronic)",
ISSN-L = "0377-0427",
bibdate = "Sat Feb 25 13:26:16 MST 2017",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jcomputapplmath2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0377042712004827",
acknowledgement = ack-nhfb,
fjournal = "Journal of Computational and Applied Mathematics",
journal-URL = "http://www.sciencedirect.com/science/journal/03770427",
}
Related entries
- analytical,
234(1)297,
234(9)2826,
235(3)747,
235(7)1775,
235(8)1914,
235(17)5112,
236(16)4027,
268(z)5
- basket,
233(11)2814,
234(4)1006,
251(z)117
- Carlo,
233(6)1534,
245(z)97
- efficient,
233(10)2724,
234(3)761,
234(4)1027,
234(4)1105,
234(5)1551,
234(6)2003,
234(7)2143,
234(7)2272,
235(1)102,
235(1)108,
235(5)1227,
235(6)1730,
235(8)2217,
235(8)2679,
235(9)3053,
235(10)3195,
235(14)4207,
235(17)5326,
236(2)141,
236(2)177,
236(2)253,
236(3)375,
236(3)394,
236(8)2112,
236(9)2515,
236(12)2981,
236(13)3228,
236(16)3880,
236(18)4909,
237(1)576,
238(z)180,
243(z)1,
247(z)53,
255(z)715,
256(z)83,
257(z)57,
258(z)57,
258(z)151,
259(z)182,
259(z)329,
261(z)39,
261(z)118,
262(z)180,
262(z)346,
263(z)59,
269(z)101,
271(z)195
- Monte,
233(6)1534,
245(z)97
- option,
233(8)1821,
234(4)1006,
234(4)1153,
235(12)3378,
235(17)5140,
236(15)3741,
236(17)4462,
238(z)156,
247(z)162,
250(z)96,
255(z)313,
256(z)83,
256(z)152,
263(z)129,
263(z)152,
271(z)247
- pricing,
233(8)1821,
233(11)2814,
234(2)512,
234(4)1153,
235(1)108,
235(3)563,
235(3)679,
235(12)3378,
235(17)5307,
236(6)1314,
236(15)3741,
236(17)4365,
236(17)4462,
238(z)156,
247(z)162,
249(z)107,
250(z)96,
255(z)313,
256(z)83,
256(z)152,
256(z)196,
259(z)182,
259(z)350,
259(z)362,
259(z)452,
263(z)25,
263(z)129,
263(z)152,
271(z)195,
271(z)247
- simple,
233(5)1217,
233(11)3060,
234(1)58,
235(7)1812,
235(9)2944,
236(6)1382,
241(z)19,
246(z)269,
248(z)15,
256(z)1,
272(z)107
- via,
234(7)2350,
234(8)2420,
235(5)1141,
235(8)1914,
235(8)2252,
235(8)2412,
235(17)4949,
236(2)196,
236(6)1033,
236(6)1216,
236(7)1775,
236(8)2090,
239(z)415,
240(z)31,
244(z)49,
250(z)107,
250(z)143,
250(z)244,
256(z)114,
259(z)174,
259(z)281,
260(z)229,
267(z)218,
269(z)68,
271(z)163