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~isPartOf:"The journal of computational finance"
~person:"Joshi, Mark S."
~person:"Løchte Jørgensen, Peter"
~person:"Verousis, Thanos"
~type_genre:"Aufsatz in Zeitschrift"
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Joshi, Mark S.
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The journal of computational finance
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Using Monte Carlo simulation and importance sampling to rapidly obtain jump-diffusion prices of continuous barrier options
Joshi, Mark S.
;
Leung, Terence S.
- In:
The journal of computational finance
10
(
2006/07
)
4
,
pp. 93-105
Persistent link: https://www.econbiz.de/10003542264
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