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| HAL: hal-00624324, version 1 |
| DOI: 10.1515/MCMA.2010.005 |
| Detailed view |  Export this paper |
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| Monte Carlo Methods and Applications 16, 2 (2010) 191-193 |
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| Erratum : Exact retrospective Monte Carlo computation of arithmetic average Asian options |
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| Benjamin Jourdain 1Mohamed Sbai 1 |
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| (2010) |
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| Erratum for the article "Exact retrospective Monte Carlo computation of arithmetic average Asian options" which appeared in Monte Carlo Methods Appl. 13 (2007), 135-171. |
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| 1: | Centre d'Enseignement et de Recherche en Mathématiques, Informatique et Calcul Scientifique (CERMICS) |
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INRIA – Ecole des Ponts ParisTech |
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| hal-00624324, version 1 | |
| http://hal-enpc.archives-ouvertes.fr/hal-00624324 | |
| oai:hal-enpc.archives-ouvertes.fr:hal-00624324 | |
| From: Benjamin Jourdain | |
| Submitted on: Friday, 16 September 2011 14:40:52 | |
| Updated on: Friday, 16 September 2011 14:40:52 | |
