Estimation of the Option Prime: Microsimulation of Backward Stochastic Differential Equations.

Details

Language :

English

ISSN :

03067734

Volume :

72

Issue :

1

Database :

Complementary Index

Journal :

International Statistical Review

Publication Type :

Academic Journal

Accession number :

64904196

Full Text :

https://doi.org/10.1111/j.1751-5823.2004.tb00227.x