| | Home | | Journals | | Books | | Paper submission | | About us and our mission | | News | | Contact us | | |
|
APPLIED MATHEMATICAL SCIENCES ISSN 1312-885X (print) ISSN 1314-7552 (online) |
|
|
Abderrahmane Moussi, Abdeluaab Lidouh, Fatima Zahra Nqi Simulation of Asian options delta using a quadratic congruential pseudo-random numbers generator Applied Mathematical Sciences, Vol. 7, 2013, no. 93, 4617-4629 http://dx.doi.org/10.12988/ams.2013.36294 Copyright © 2013 Abderrahmane Moussi, Abdeluaab Lidouh and Fatima Zahra Nqi. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Cited by (1): Abderrahmane Moussi, Abdeluaab Lidouh and Fatima Zahra Nqi, Estimators of Sensitivities of an Asian Option: Numerical Analysis, International Journal of Mathematical Analysis, 8 (2014), 813-827 [CrossRef]
|
| Journals | | Books | | Indexing and abstracting | | Author guidelines | | Open access |