المؤلفون: Yin, G., Yu, J., Zhang, Q.
المصدر: International Journal of Computer Mathematics; Dec2010, Vol. 87 Issue 15, p3525-3545, 21p
مصطلحات موضوعية: ALGORITHMS, STOCHASTIC approximation, PRICING, OPTIONS (Finance), MATHEMATICAL models of economics, CALIBRATION, PARAMETER estimation, MARKOV processes