What you should know about simulation and derivatives
Author:
Publisher
Wiley
Subject
Management Science and Operations Research,Ocean Engineering,Modelling and Simulation
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/nav.20313/fullpdf
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3. J. M. Berry Divided on derivatives, Washington Post, Business section (March 6) 2003
4. Stochastic gradient-based time-cost tradeoffs in PERT network using simulation;Bowman;Ann Oper Res,1994
5. Estimating security price derivatives using simulation;Broadie;Management Sci,1996
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