bookApplications of mathematicsJan 1, 2003Closed access

Monte Carlo Methods in Financial Engineering

PGPaul Glasserman

Cornell University · Sorbonne Université · +4 more institutions

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Abstract

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3,924

total citations

FWCI: 49.30
Percentile: 100%
References: 4

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1

PG
Paul GlassermanCorresponding
Cornell University, Sorbonne Université, University of Southern California, Laboratoire de Probabilités et Modèles Aléatoires, Building Research Institute, Université Paris Cité

Topics & keywords

Topics

Keywords

Monte Carlo method
Computer science
Mathematics
Statistics

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