Erratum: Exact retrospective Monte Carlo computation of arithmetic average Asian options ((2007) Monte Carlo Methods Appl. 13(135-171))

Résultats de recherche: Contribution à un journal › Commentaire/débat

langue originale	Anglais
Pages (de - à)	191-193
Nombre de pages	3
journal	Monte Carlo Methods and Applications
Volume	16
Numéro de publication	2
Les DOIs	https://doi.org/10.1515/MCMA.2010.005
état	Publié - 1 juil. 2010

Accès au document

@article{8755babf5cae4dabbb7634ec24a93b2d,

title = "Erratum: Exact retrospective Monte Carlo computation of arithmetic average Asian options ((2007) Monte Carlo Methods Appl. 13(135-171))",

author = "Benjamin Jourdain and Mohamed Sbai",

year = "2010",

month = jul,

day = "1",

doi = "10.1515/MCMA.2010.005",

language = "English",

volume = "16",

pages = "191--193",

journal = "Monte Carlo Methods and Applications",

issn = "0929-9629",

number = "2",

}

TY - JOUR

T1 - Erratum

T2 - Exact retrospective Monte Carlo computation of arithmetic average Asian options ((2007) Monte Carlo Methods Appl. 13(135-171))

AU - Jourdain, Benjamin

AU - Sbai, Mohamed

PY - 2010/7/1

Y1 - 2010/7/1

UR - https://www.scopus.com/pages/publications/84858417335

U2 - 10.1515/MCMA.2010.005

DO - 10.1515/MCMA.2010.005

M3 - Comment/debate

AN - SCOPUS:84858417335

SN - 0929-9629

VL - 16

SP - 191

EP - 193

JO - Monte Carlo Methods and Applications

JF - Monte Carlo Methods and Applications

IS - 2

ER -