Some contributions to sequential Monte Carlo methods for option pricing
2016 ◽
Vol 87
(4)
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pp. 733-752
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Keyword(s):
2009 ◽
Vol 465
(2112)
◽
pp. 3709-3727
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2011 ◽
Vol 29
(2)
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pp. 292-316
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Keyword(s):
2020 ◽
Vol 61
(1)
◽
pp. 99-111
Keyword(s):