COMPUTATIONAL METHOD FOR PROBABILITY DISTRIBUTION ON RECURSIVE RELATIONSHIPS IN FINANCIAL APPLICATIONS
DOI10.1017/S0269964818000517OpenAlexW3122141592MaRDI QIDQ5111485FDOQ5111485
Publication date: 27 May 2020
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.04959
applied probabilitymathematical financestochastic modelingmanagement sciencecomputational probability
Numerical methods (including Monte Carlo methods) (91G60) Probabilistic models, generic numerical methods in probability and statistics (65C20)
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