Wavelet-based PDE and fast Monte Carlo valuation of complex derivatives
Conference on Randomized Algorithms in Finance March 30, 2001 - April 01, 2001
Location: SLMath: Eisenbud Auditorium
Primary Mathematics Subject Classification
No Primary AMS MSC
Secondary Mathematics Subject Classification
No Secondary AMS MSC
30-409-Wavelet-based PDE and fast Monte Carlo valuation of complex derivatives-Michael Dempster
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30-409-Wavelet-based PDE and fast Monte Carlo valuation of complex derivatives-Michael Dempster
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