Inproceedings,
Tight bounds for American options via multilevel Monte Carlo.
D. Belomestny, M. Ladkau, and J. Schoenmakers.WSC, page 31:1-31:8. WSC, (2012)
Meta data
- BibTeX key
- conf/wsc/BelomestnyLS12
- entry type
- inproceedings
- booktitle
- WSC
- year
- 2012
- pages
- 31:1-31:8
- publisher
- WSC
- crossref
- conf/wsc/2012
- ee
- http://dl.acm.org/citation.cfm?id=2429799
- isbn
- 978-1-4673-4781-5
- url
- http://dblp.uni-trier.de/db/conf/wsc/wsc2012.html#BelomestnyLS12
Tags
Users
Comments and Reviewsshow / hide
Cite this publication
More citation styles
- please select -%0 Conference Paper
%1 conf/wsc/BelomestnyLS12
%A Belomestny, Denis
%A Ladkau, Marcel
%A Schoenmakers, John
%B WSC
%D 2012
%E Rose, Oliver
%E Uhrmacher, Adelinde M.
%I WSC
%K dblp
%P 31:1-31:8
%T Tight bounds for American options via multilevel Monte Carlo.
%U http://dblp.uni-trier.de/db/conf/wsc/wsc2012.html#BelomestnyLS12
%@ 978-1-4673-4781-5
@inproceedings{conf/wsc/BelomestnyLS12,
added-at = {2021-06-10T00:00:00.000+0200},
author = {Belomestny, Denis and Ladkau, Marcel and Schoenmakers, John},
biburl = {https://www.bibsonomy.org/bibtex/2bd434775bd2e17b6e0c926b5ae25fd4b/dblp},
booktitle = {WSC},
crossref = {conf/wsc/2012},
editor = {Rose, Oliver and Uhrmacher, Adelinde M.},
ee = {http://dl.acm.org/citation.cfm?id=2429799},
interhash = {283a439d25f37669413be1a2681aa1a7},
intrahash = {bd434775bd2e17b6e0c926b5ae25fd4b},
isbn = {978-1-4673-4781-5},
keywords = {dblp},
pages = {31:1-31:8},
publisher = {WSC},
timestamp = {2024-04-09T16:49:03.000+0200},
title = {Tight bounds for American options via multilevel Monte Carlo.},
url = {http://dblp.uni-trier.de/db/conf/wsc/wsc2012.html#BelomestnyLS12},
year = 2012
}