Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear

IF 1.5 4区经济学 Q3 BUSINESS, FINANCE

Quantitative Finance Pub Date : 2024-02-21 DOI:10.1080/14697688.2024.2310568

Aurélien Alfonsi, Stefano De Marco

引用次数: 0

Abstract

Published in Quantitative Finance (Ahead of Print, 2024)

查看原文本刊更多论文

蒙特卡洛方法与随机过程：从线性到非线性

发表于《定量金融》（2024 年提前出版）

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Quantitative Finance 社会科学-数学跨学科应用

CiteScore

3.20

自引率

7.70%

发文量

102

审稿时长

4-8 weeks

期刊介绍： The frontiers of finance are shifting rapidly, driven in part by the increasing use of quantitative methods in the field. Quantitative Finance welcomes original research articles that reflect the dynamism of this area. The journal provides an interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality. The readership is broad, embracing researchers and practitioners across a range of specialisms and within a variety of organizations. All articles should aim to be of interest to this broad readership.