2 results
Risk management with local least squares Monte Carlo
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 53 / Issue 3 / September 2023
- Published online by Cambridge University Press:
- 14 July 2023, pp. 489-514
- Print publication:
- September 2023
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Martingales versus PDEs in finance: an equivalence result with examples
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- Journal:
- Journal of Applied Probability / Volume 37 / Issue 4 / December 2000
- Published online by Cambridge University Press:
- 14 July 2016, pp. 947-957
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- December 2000
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