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"Evolutionary Monte Carlo Based Techniques for First Passage Time Problems ..."

Olena Tsviliuk, Roderick V. N. Melnik, Di Zhang (2010)

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DOI: 10.1007/978-3-642-12242-2_24

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-21

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  - conf/evoW/TsviliukMZ10
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Olena Tsviliuk, Roderick V. N. Melnik, Di Zhang:
Evolutionary Monte Carlo Based Techniques for First Passage Time Problems in Credit Risk and Other Applications in Finance. EvoApplications (2) 2010: 232-241

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