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Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/29848Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Jipreze, K | - |
| dc.contributor.author | Date, P | - |
| dc.date.accessioned | 2024-09-30T12:17:56Z | - |
| dc.date.available | 2024-09-30T12:17:56Z | - |
| dc.date.issued | 2024 | - |
| dc.identifier | ORCiD: Paresh Date https://orcid.org/0000-0001-7097-9961 | - |
| dc.identifier.citation | Jipreze, K. and Date, P. (2024) 'New control variates for pricing basket options', IMA Journal of Management Mathematics, 0 (accepted, in press), pp 1 - [23]. | en_US |
| dc.identifier.issn | 1471-678X | - |
| dc.identifier.uri | https://bura.brunel.ac.uk/handle/2438/29848 | - |
| dc.description | Data availability: The data underlying this article will be shared on reasonable request to the corresponding author. | en_US |
| dc.description.abstract | ... | en_US |
| dc.description.sponsorship | ... | en_US |
| dc.format.extent | 1 - 23 | - |
| dc.format.medium | Print-Electronic | - |
| dc.language.iso | en_US | en_US |
| dc.publisher | Oxford University Press on behalf of the Institute of Mathematics and its Applications | en_US |
| dc.rights | Copyright © The Author(s) 2024. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. | - |
| dc.subject | finance | en_US |
| dc.subject | simulation | en_US |
| dc.subject | stochastic processes. | en_US |
| dc.title | New control variates for pricing basket options | en_US |
| dc.type | Article | en_US |
| dc.relation.isPartOf | IMA Journal of Management Mathematics | - |
| pubs.publication-status | Accepted | - |
| pubs.volume | 0 | - |
| dc.rights.holder | The Author(s) | - |
| Appears in Collections: | Dept of Mathematics Embargoed Research Papers | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | Embargoed until publication | 225.8 kB | Adobe PDF | View/Open |
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