مؤتمر
Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance
| العنوان: | Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance |
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| المؤلفون: | Ameur, H.B., L'Ecuyer, P., Lemieux, C. |
| المصدر: | WSC'99. 1999 Winter Simulation Conference Proceedings. 'Simulation - A Bridge to the Future' (Cat. No.99CH37038) Winter simulation conference Simulation Conference Proceedings, 1999 Winter. 1:336-343 vol.1 1999 |
| Relation: | Proceedings of 1999 Winter Conference on Simulation |
| قاعدة البيانات: | IEEE Xplore Digital Library |
Full Text Finder | ردمك: | 0780357809 9780780357808 |
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| DOI: | 10.1109/WSC.1999.823093 |