Some Contributions to Sequential Monte Carlo Methods for Option Pricing.
10.1080/00949655.2016.1224238
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2018
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sg-nus-scholar.10635-1408862024-11-15T09:28:48Z Some Contributions to Sequential Monte Carlo Methods for Option Pricing. Deborshee Sen Ajay Jasra Yan Zhou STATISTICS & APPLIED PROBABILITY 10.1080/00949655.2016.1224238 Journal of Statistical Computation and Simulation 87 4 733-752 2018-04-25T07:30:27Z 2018-04-25T07:30:27Z 2016-08-29 Article Deborshee Sen, Ajay Jasra, Yan Zhou (2016-08-29). Some Contributions to Sequential Monte Carlo Methods for Option Pricing.. Journal of Statistical Computation and Simulation 87 (4) : 733-752. ScholarBank@NUS Repository. https://doi.org/10.1080/00949655.2016.1224238 0094-9655 http://scholarbank.nus.edu.sg/handle/10635/140886 000392484700009 Taylor & Francis Taylor & Francis |
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National University of Singapore |
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NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| description |
10.1080/00949655.2016.1224238 |
| author2 |
STATISTICS & APPLIED PROBABILITY |
| author_facet |
STATISTICS & APPLIED PROBABILITY Deborshee Sen Ajay Jasra Yan Zhou |
| format |
Article |
| author |
Deborshee Sen Ajay Jasra Yan Zhou |
| spellingShingle |
Deborshee Sen Ajay Jasra Yan Zhou Some Contributions to Sequential Monte Carlo Methods for Option Pricing. |
| author_sort |
Deborshee Sen |
| title |
Some Contributions to Sequential Monte Carlo Methods for Option Pricing. |
| title_short |
Some Contributions to Sequential Monte Carlo Methods for Option Pricing. |
| title_full |
Some Contributions to Sequential Monte Carlo Methods for Option Pricing. |
| title_fullStr |
Some Contributions to Sequential Monte Carlo Methods for Option Pricing. |
| title_full_unstemmed |
Some Contributions to Sequential Monte Carlo Methods for Option Pricing. |
| title_sort |
some contributions to sequential monte carlo methods for option pricing. |
| publisher |
Taylor & Francis |
| publishDate |
2018 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/140886 |
| _version_ |
1821185690068582400 |