"Optimal search for parameters in Monte Carlo simulation for derivative ..."

Chuan-Ju Wang, Ming-Yang Kao (2016)

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DOI: 10.1016/J.EJOR.2015.08.060

access: closed

type: Journal Article

metadata version: 2020-02-21

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Chuan-Ju Wang, Ming-Yang Kao:
Optimal search for parameters in Monte Carlo simulation for derivative pricing. Eur. J. Oper. Res. 249(2): 683-690 (2016)

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