Mathematical and Statistical Methods for Actuarial Sciences and Finance
Springer Milan
Chapter title |
A Monte Carlo approach to value exchange options using a single stochastic factor
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Chapter number | 31 |
Book title |
Mathematical and Statistical Methods for Actuarial Sciences and Finance
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Published by |
Springer, Milano, January 2010
|
DOI | 10.1007/978-88-470-1481-7_31 |
Book ISBNs |
978-8-84-701480-0, 978-8-84-701481-7
|
Authors |
Giovanni Villani, Villani, Giovanni |
Country | Count | As % |
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Unknown | 1 | 100% |
Readers by professional status | Count | As % |
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Student > Bachelor | 1 | 100% |
Student > Master | 1 | 100% |
Readers by discipline | Count | As % |
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Economics, Econometrics and Finance | 1 | 100% |
Engineering | 1 | 100% |