Latin hypercube sampling with dependence and applications option pricing

Research output: Contribution to conferencePosterResearch

Original languageGerman
Publication statusPublished - 2012
EventFrankfurt MathFinance Conference - Frankfurt
Duration: 26 Mar 201227 Mar 2012

Conference

ConferenceFrankfurt MathFinance Conference
CityFrankfurt
Period26/03/1227/03/12

Fields of Expertise

  • Information, Communication & Computing

Treatment code (Nähere Zuordnung)

  • Application
  • Theoretical

Cite this

Hofer, M. (2012). Latin hypercube sampling with dependence and applications option pricing. Poster session presented at Frankfurt MathFinance Conference, Frankfurt, .

Latin hypercube sampling with dependence and applications option pricing. / Hofer, Markus.

2012. Poster session presented at Frankfurt MathFinance Conference, Frankfurt, .

Research output: Contribution to conferencePosterResearch

Hofer, M 2012, 'Latin hypercube sampling with dependence and applications option pricing' Frankfurt MathFinance Conference, Frankfurt, 26/03/12 - 27/03/12, .
Hofer M. Latin hypercube sampling with dependence and applications option pricing. 2012. Poster session presented at Frankfurt MathFinance Conference, Frankfurt, .
Hofer, Markus. / Latin hypercube sampling with dependence and applications option pricing. Poster session presented at Frankfurt MathFinance Conference, Frankfurt, .
@conference{ab9a3a8fe819431ab898b937855df6f2,
title = "Latin hypercube sampling with dependence and applications option pricing",
author = "Markus Hofer",
year = "2012",
language = "deutsch",
note = "null ; Conference date: 26-03-2012 Through 27-03-2012",

}

TY - CONF

T1 - Latin hypercube sampling with dependence and applications option pricing

AU - Hofer, Markus

PY - 2012

Y1 - 2012

M3 - Poster

ER -