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%0 Conference Paper
%1 conf/iccS/ShenWA13
%A Shen, Yanbin
%A van der Weide, Johannes A. M.
%A Anderluh, Jasper H. M.
%B ICCS
%D 2013
%E Alexandrov, Vassil
%E Lees, Michael
%E Krzhizhanovskaya, Valeria V.
%E Dongarra, Jack J.
%E Sloot, Peter M. A.
%I Elsevier
%K dblp
%P 1163-1171
%T A Benchmark Approach of Counterparty Credit Exposure of Bermudan Option under Lévy Process: The Monte Carlo-COS Method.
%U http://dblp.uni-trier.de/db/conf/iccS/iccS2013.html#ShenWA13
%V 18
@inproceedings{conf/iccS/ShenWA13,
added-at = {2017-05-21T00:00:00.000+0200},
author = {Shen, Yanbin and van der Weide, Johannes A. M. and Anderluh, Jasper H. M.},
biburl = {https://www.bibsonomy.org/bibtex/2047175adb8618835d61de7279aa1c48d/dblp},
booktitle = {ICCS},
crossref = {conf/iccS/2013},
editor = {Alexandrov, Vassil and Lees, Michael and Krzhizhanovskaya, Valeria V. and Dongarra, Jack J. and Sloot, Peter M. A.},
ee = {https://doi.org/10.1016/j.procs.2013.05.282},
interhash = {e4d578b8341cd081ab6688eb6f91a7f5},
intrahash = {047175adb8618835d61de7279aa1c48d},
keywords = {dblp},
pages = {1163-1171},
publisher = {Elsevier},
series = {Procedia Computer Science},
timestamp = {2024-04-09T20:36:30.000+0200},
title = {A Benchmark Approach of Counterparty Credit Exposure of Bermudan Option under Lévy Process: The Monte Carlo-COS Method.},
url = {http://dblp.uni-trier.de/db/conf/iccS/iccS2013.html#ShenWA13},
volume = 18,
year = 2013
}