Monte Carlo : methodologies and applications for pricing and risk management /
Leif Andersen, Jérome Barraquand, John W. Barrett [y otros 35] ; edited by Bruno Dupire
- Londres : Risk Books, 1998
- xviii, 348 páginas : ilustraciones y gráficas a blanco y negro ; 30 cm.
Pricing -- American style -- Fixed income -- Var -- Deterministic methods