Handle URI:
http://hdl.handle.net/10754/624834
Title:
A new smoothing technique for European basket options
Authors:
Bayer, Christian; Siebenmorgen, Markus; Tempone, Raul ( 0000-0003-1967-4446 )
KAUST Department:
Computer, Electrical and Mathematical Sciences & Engineering (CEMSE)
Conference/Event name:
Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2016)
Issue Date:
6-Jan-2016
Type:
Poster
Appears in Collections:
Posters; Conference on Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2016)

Full metadata record

DC FieldValue Language
dc.contributor.authorBayer, Christianen
dc.contributor.authorSiebenmorgen, Markusen
dc.contributor.authorTempone, Raulen
dc.date.accessioned2017-06-08T06:32:28Z-
dc.date.available2017-06-08T06:32:28Z-
dc.date.issued2016-01-06-
dc.identifier.urihttp://hdl.handle.net/10754/624834-
dc.titleA new smoothing technique for European basket optionsen
dc.typePosteren
dc.contributor.departmentComputer, Electrical and Mathematical Sciences & Engineering (CEMSE)en
dc.conference.dateJanuary 5-10, 2016en
dc.conference.nameAdvances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2016)en
dc.conference.locationKAUSTen
dc.contributor.institutionWeierstrass Instituteen
dc.contributor.institutionUniversity of Bonnen
kaust.authorTempone, Raulen
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