"On a Full Stochastic Optimization Approach for European Option Pricing."

Venelin Todorov, Slavi G. Georgiev (2022)

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DOI: 10.1007/978-3-031-57320-0_13

access: closed

type: Conference or Workshop Paper

metadata version: 2024-04-03

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  - conf/wco/TodorovG22
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Venelin Todorov, Slavi G. Georgiev:
On a Full Stochastic Optimization Approach for European Option Pricing. WCO 2022: 227-242

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