Optimal importance sampling in securities pricing
Year of publication: |
2002
|
---|---|
Authors: | Su, Yi ; Fu, Michael |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 5.2002, 4, p. 27-50
|
Subject: | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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