ITEM METADATA RECORD
Title: Analytical Recursive Algorithm for Valuating Path-dependent Derivatives
Authors: Goovaerts, Marc
Laeven, Roger
Shang, Zhaoning #
Issue Date: Sep-2008
Conference: Conference in Actuarial Science and Finance edition:5 location:Samos, Greece date:4 - 7September 2008
Publication status: published
KU Leuven publication type: IMa
Appears in Collections:Research Center Insurance, Leuven
# (joint) last author

Files in This Item:
File Description Status SizeFormat
abstract_ShangZhaoning_Samos2008.pdf Published 93KbAdobe PDFView/Open

 


All items in Lirias are protected by copyright, with all rights reserved.