Publications in Scientific Journals:
S. Gerhold:
"The Longstaff-Schwartz Algorithm for Lévy Models: Results on Fast and Slow Convergence";
Annals of Applied Probability,
21
(2011),
2;
589
- 608.
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1214/10-AAP704
Related Projects:
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)
Created from the Publication Database of the Vienna University of Technology.