heiBIB: Neddermeyer, Jan Christoph

Neddermeyer, Jan Christoph Dr.Universität HeidelbergHeidelberg

Year of publication

Type of Publication

Language

Neddermeyer, Jan Christoph: Non-parametric partial importance sampling for financial derivative pricing / Jan C. Neddermeyer, 2011. - 14 S.
In: Quantitative finance, ISSN 1469-7696. 11(2011), 8, Seite 1193-1206
DOI: 10.1080/14697680903496485
Neddermeyer, Jan Christoph: Nonparametric particle filtering and smoothing with quasi-Monte Carlo sampling / Jan C. Neddermeyer, 15 Feb 2011. - 19 S.
In: The journal of statistical computation and simulation, ISSN 1563-5163. 81(2011), 11, Seite 1361-1379
DOI: 10.1080/00949655.2010.485315
Neddermeyer, Jan Christoph: Importance sampling-based Monte Carlo Methods with applications to quantitative finance / vorgelegt von Jan Christoph Neddermeyer, 2010. - III, 172 S. : graph. Darst.
Neddermeyer, Jan Christoph: Importance sampling-based Monte Carlo Methods with applications to quantitative finance / Jan Christoph Neddermeyer, 2010. - Online-Ressource

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