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

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

> Home

Details and statistics

DOI: 10.1145/3412932.3412937

access: closed

type: Conference or Workshop Paper

metadata version: 2022-04-09

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/ifl/PawlakEO19
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/ifl/PawlakEO19
Wojciech Michal Pawlak, Martin Elsman, Cosmin Eugen Oancea:
A functional approach to accelerating Monte Carlo based american option pricing. IFL 2019: 5:1-5:12

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.