A new variance reduction method for option pricing based on sampling the vertices of a simplex
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Park, Jong Jun | ko |
| dc.contributor.author | Choe, Geon Ho | ko |
| dc.date.accessioned | 2016-09-08T00:48:06Z | - |
| dc.date.available | 2016-09-08T00:48:06Z | - |
| dc.date.created | 2016-09-05 | - |
| dc.date.created | 2016-09-05 | - |
| dc.date.issued | 2016-08 | - |
| dc.identifier.citation | QUANTITATIVE FINANCE, v.16, no.8, pp.1165 - 1173 | - |
| dc.identifier.issn | 1469-7688 | - |
| dc.identifier.uri | http://hdl.handle.net/10203/212903 | - |
| dc.language | English | - |
| dc.publisher | ROUTLEDGE JOURNALS | - |
| dc.title | A new variance reduction method for option pricing based on sampling the vertices of a simplex | - |
| dc.type | Article | - |
| dc.identifier.wosid | 000380162000001 | - |
| dc.identifier.scopusid | 2-s2.0-84964330959 | - |
| dc.type.rims | ART | - |
| dc.citation.volume | 16 | - |
| dc.citation.issue | 8 | - |
| dc.citation.beginningpage | 1165 | - |
| dc.citation.endingpage | 1173 | - |
| dc.citation.publicationname | QUANTITATIVE FINANCE | - |
| dc.identifier.doi | 10.1080/14697688.2015.1116710 | - |
| dc.contributor.localauthor | Choe, Geon Ho | - |
| dc.description.isOpenAccess | N | - |
| dc.type.journalArticle | Article | - |
| dc.subject.keywordPlus | MONTE-CARLO METHODS | - |
| dc.subject.keywordPlus | SIMULATION | - |
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