Monte Carlo pricing in the Schobel-Zhu model and its extensions

A. van Haastrecht, R. Lord, A. Pelsser

Research output: Contribution to JournalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)57-86
JournalJournal of Computational Finance
Issue number3
Publication statusPublished - 2014

Bibliographical note

PT: J; NR: 23; TC: 0; J9: J COMPUT FINANC; PG: 30; GA: AQ5VU; UT: WOS:000342877500004

Cite this