Dragan Sestovic
- Hedged Monte-Carlo: low variance derivative pricing with objective probabilities
2000/08/09 by Marc Potters, Jean-Philippe Bouchaud, Dragan Sestovic · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Capital Investment and Risk Analysis #Mathematical Approximation and Integration #Stochastic processes and financial applications #cond-mat