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Optimal importance sampling in securities pricing
Su, Yi
;
Fu, Michael
- In:
The journal of computational finance
5
(
2002
)
4
,
pp. 27-50
Persistent link: https://www.econbiz.de/10001695832
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Pricing continuous Asian options : a comparison of Monte Carlo and Laplace transform inversion methods
Fu, Michael
;
Madan, Dilip B.
;
Wang, Tong
- In:
The journal of computational finance
2
(
1998/1999
)
2
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pp. 49-74
Persistent link: https://www.econbiz.de/10001633397
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