Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Reference38 articles.
1. Berntsen, J., Espelid, T., & Genz, A. (1991). An adaptive algorithm for the approximate calculation of multiple integrals. ACM Transactions on Mathematical Software, 17, 437–451.
2. Bielecki, T. R., & Rutkowski, M. (2004). Credit Risk: Modeling, Valuation and Hedging. Berlin: Springer.
3. Black, F., & Scholes, M. (1973). The pricing of options and corporate liabilities. Journal of Political Economy, 81(3), 637–654.
4. Bouzoubaa, M., & Osseiran, A. (2010). Exotic Options and Hybrids. NewYork: Wiley.
5. Breiman, L. (1966). First exit time from a square root boundary. Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability., 2, 9–16.
Cited by
4 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献