Some Contributions to Sequential Monte Carlo Methods for Option Pricing.
10.1080/00949655.2016.1224238
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Published: |
Taylor & Francis
2018
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| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/140886 |
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| Institution: | National University of Singapore |