A multi-level dimension reduction Monte-Carlo method for jump-diffusion models

Dang, Duy-Minh (2017) A multi-level dimension reduction Monte-Carlo method for jump-diffusion models. Journal of Computational and Applied Mathematics, .

Author Dang, Duy-Minh
Title A multi-level dimension reduction Monte-Carlo method for jump-diffusion models
Journal name Journal of Computational and Applied Mathematics   Check publisher's open access policy
ISSN 0377-0427
1879-1778
Publication date 2017-04-05
Sub-type Article (original research)
Open Access Status Not yet assessed
Place of publication Amsterdam, Netherlands
Publisher Elsevier
Language eng
Q-Index Code CX
Q-Index Status Provisional Code
Institutional Status Unknown

Document type: Journal Article
Sub-type: Article (original research)
Collections: School of Mathematics and Physics
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Created: Mon, 10 Apr 2017, 14:24:31 EST by Duy-minh Dang on behalf of Mathematics