DMCA
An Introduction to Particle Methods with Financial Applications (2012)
by
René Carmona
,
Pierre Del Moral
,
Peng Hu
,
Nadia Oudjane
| Venue: | in Numerical Methods in Finance of the Springer Proceedings in Mathematics |
| Citations: | 3 - 1 self |
BibTeX
@INPROCEEDINGS{Carmona12anintroduction,
author = {René Carmona and Pierre Del Moral and Peng Hu and Nadia Oudjane},
title = {An Introduction to Particle Methods with Financial Applications},
booktitle = {in Numerical Methods in Finance of the Springer Proceedings in Mathematics},
year = {2012},
pages = {3--50},
publisher = {Springer-Verlag}
}
Share
 |
 |
 |
 |
||
OpenURL
Abstract
Abstract The aim of this article is to give a general introduction to the theory of interacting particle methods, and an overview of its applications to computational finance.
