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| 1. | Bermudan Option Pricing with Monte-Carlo Methods
Publishing author: DOUADY Raphael
Co-author(s):
Journal article (2001 - Quantitative Analysis in Financial Markets, World Scientific, M. Avellaneda ed.) - English
Online since 2003.01.13 at 09:50:49 -
598 download(s) - 4
rating(s)
- Average rating (/5): 3
Abstract | Download (.pdf - 518 KB) - Zip version (247 KB) |
| | 2. | Model Calibration in the Monte-Carlo Framework
Publishing author: DOUADY Raphael
Co-author(s):
Journal article (1999 - Risk book (Dupire ed.)) - English
Online since 2003.01.13 at 09:34:58 -
461 download(s) - 1
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 363 KB) - Zip version (218 KB) |
| | 3. | Monte-Carlo Path Weighing
Publishing author: DOUADY Raphael
Co-author(s):
Working paper (1999 - CIBC and Ecole Normale Superieure of Cachan) - English
Online since 2003.01.13 at 09:45:08 -
299 download(s) - 1
rating(s)
- Average rating (/5): 4
Abstract | Download (.pdf - 176 KB) - Zip version (97 KB) |
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