"Complex systems in finance: Monte Carlo evaluation of first passage time ..."

Olena Tsviliuk, Di Zhang, Roderick V. N. Melnik (2010)

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DOI: 10.1016/J.PROCS.2010.04.268

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-28

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Olena Tsviliuk, Di Zhang, Roderick V. N. Melnik:
Complex systems in finance: Monte Carlo evaluation of first passage time density functions. ICCS 2010: 2381-2389

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