Journal Articles
The Journal of Computational Finance
Year : 2016
Pierre Del Moral : Connect in order to contact the contributor
https://inria.hal.science/hal-01669199
Submitted on : Wednesday, December 20, 2017-4:10:24 PM
Last modification on : Monday, June 5, 2023-4:52:12 PM
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Pavel V. Shevchenko, Pierre del Moral. Valuation of barrier options using sequential Monte Carlo. The Journal of Computational Finance, 2016, ⟨10.21314/JCF.2016.324⟩. ⟨hal-01669199⟩
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