Numerical valuation of high dimensional multivariate European securities /

Bibliographic Details
Main Author:	Barraquand, Jérôme
Format:	Book
Language:	English
Published:	Rueil Malmaison, France : Digital, Paris Research Laboratory, [1993]
Series:	Research report (Digital Equipment Corporation. Paris Research Laboratory) ; no. 26.
Subjects:	Securities > Prices > Europe > Mathematical models. Arbitrage. Monte Carlo method. Resampling (Statistics) Supercomputers. Parallel processing (Electronic computers)

Remote Storage