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Multilevel path branching for digital options (2024)

First Author: Giles M

Attributed to: Inference, COmputation and Numerics for Insights into Cities (ICONIC) funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/24-aap2083

Publication URI: http://dx.doi.org/10.1214/24-aap2083

Type: Journal Article/Review

Parent Publication: The Annals of Applied Probability

Issue: 5

ISSN: 10505164