Source: International Journal of Stochastic Analysis. Unidade: ICMC
Subjects: REGRESSÃO LINEAR, OTIMIZAÇÃO ESTOCÁSTICA
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ABNT
BONETTI, Daniel et al. A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility. International Journal of Stochastic Analysis, v. 2015, p. 1-21, 2015Tradução . . Disponível em: https://doi.org/10.1155/2015/863165. Acesso em: 27 abr. 2026.APA
Bonetti, D., Pinto Júnior, D. L., Ohashi, A., & Siqueira, V. (2015). A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility. International Journal of Stochastic Analysis, 2015, 1-21. doi:10.1155/2015/863165NLM
Bonetti D, Pinto Júnior DL, Ohashi A, Siqueira V. A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility [Internet]. International Journal of Stochastic Analysis. 2015 ; 2015 1-21.[citado 2026 abr. 27 ] Available from: https://doi.org/10.1155/2015/863165Vancouver
Bonetti D, Pinto Júnior DL, Ohashi A, Siqueira V. A general multidimensional Monte Carlo approach for dynamic hedging under stochastic volatility [Internet]. International Journal of Stochastic Analysis. 2015 ; 2015 1-21.[citado 2026 abr. 27 ] Available from: https://doi.org/10.1155/2015/863165
