Weighted Monte Carlo: A new technique for calibrating asset-pricing models

Marco Avellaneda, R. Buff, Carol Friedman, N. Grandchamp, L. Kruk

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Journal	International Journal of Theoretical and Applied Finance
State	Published - 2001

Cite this

@article{f48fa2699cf84f8c98d462924a7e5a1c,

title = "Weighted Monte Carlo: A new technique for calibrating asset-pricing models",

author = "Marco Avellaneda and R. Buff and Carol Friedman and N. Grandchamp and L. Kruk",

year = "2001",

language = "English (US)",

journal = "International Journal of Theoretical and Applied Finance",

issn = "0219-0249",

publisher = "World Scientific Publishing Co. Pte Ltd",

}