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"Sample-Path Solution of Stochastic Variational Inequalities, with ..."

Gül Gürkan, Ayonca Özge, Stephen M. Robinson (1996)

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DOI: 10.1109/WSC.1996.873298

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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  dblp key:
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  - https://dblp.org/rec/conf/wsc/GurkanOR96
Gül Gürkan, Ayonca Özge, Stephen M. Robinson:
Sample-Path Solution of Stochastic Variational Inequalities, with Applications to Option Pricing. WSC 1996: 337-344

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