Efficient Numerical Inversion for Financial Simulations
Title | Efficient Numerical Inversion for Financial Simulations |
Publication Type | Conference Paper |
Year of Publication | 2009 |
Authors | Derflinger, G., W. Hörmann, J. Leydold, and H. Sak |
Conference Name | Monte Carlo and Quasi-Monte Carlo Methods 2008 |
Publisher | Springer-Verlag |
Conference Location | Heidelberg |