EFFICIENT MONTE CARLO BARRIER OPTION PRICING WHEN THE UNDERLYING SECURITY PRICE FOLLOWS A JUMP-DIFFUSION PROCESS
| Year of publication: |
2010
|
|---|---|
| Authors: | Costabile, Massimo ; Massabó, Ivar |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 17.2010, 3, p. 45-53
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