"A functional approach to accelerating Monte Carlo based american option ..."

Wojciech Michal Pawlak, Martin Elsman, Cosmin Eugen Oancea (2019)

Details and statistics

DOI: 10.1145/3412932.3412937

access: closed

type: Conference or Workshop Paper

metadata version: 2022-04-09

a service of  Schloss Dagstuhl - Leibniz Center for Informatics