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Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Dassios, A | - |
dc.contributor.author | Lim, JW | - |
dc.date.accessioned | 2019-07-18T09:05:59Z | - |
dc.date.available | 2018-03 | - |
dc.date.available | 2019-07-18T09:05:59Z | - |
dc.date.issued | 2017-01-25 | - |
dc.identifier.citation | Methodology and Computing in Applied Probability, 2018, 20 (1), pp. 189 - 204 | en_US |
dc.identifier.issn | 1387-5841 | - |
dc.identifier.issn | http://dx.doi.org/10.1007/s11009-017-9542-y | - |
dc.identifier.issn | 1573-7713 | - |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/18756 | - |
dc.format.extent | 189 - 204 | - |
dc.language | en | - |
dc.language.iso | en | en_US |
dc.publisher | Springer Nature | en_US |
dc.subject | Drawdown stopping time, | en_US |
dc.subject | Monte Carlo simulation, | en_US |
dc.subject | multiple drawdown options | en_US |
dc.title | An Efficient Algorithm for Simulating the Drawdown Stopping Time and the Running Maximum of a Brownian Motion | en_US |
dc.type | Article | en_US |
dc.identifier.doi | http://dx.doi.org/10.1007/s11009-017-9542-y | - |
dc.relation.isPartOf | Methodology and Computing in Applied Probability | - |
pubs.issue | 1 | - |
pubs.publication-status | Published | - |
pubs.volume | 20 | - |
dc.identifier.eissn | 1573-7713 | - |
Appears in Collections: | Mathematical Sciences |
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FullText.pdf | 371.47 kB | Adobe PDF | View/Open |
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