Juan Miguel Montes

According to our database1, Juan Miguel Montes authored at least 1 paper in 2014.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

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PhD thesis 
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Links

On csauthors.net:

Bibliography

2014
Monte Carlo Variance Reduction by Conditioning for Pricing with Underlying a Continuous-Time Finite State Markov Process.
SIAM J. Financial Math., 2014


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