Browse "IE-Journal Papers(저널논문)" by Subject Monte Carlo methods
Showing results 1 to 2 of 2
| Denoising Monte Carlo sensitivity estimates Kang, Wanmo; Kim, Kyoung-Kuk; Shin, Hayong, OPERATIONS RESEARCH LETTERS, v.40, no.3, pp.195 - 202, 2012-05 |
| Gamma expansion of the Heston stochastic volatility model Glasserman, P; Kim, Kyoung-Kuk, FINANCE AND STOCHASTICS, v.15, no.2, pp.267 - 296, 2011-06 |
Discover
Open Access
- 55 OA Article