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Monte Carlo pricing in the Schöbel-Zhu model and its extensions
Haastrecht, Alexander van
;
Lord, Roger
;
Pelsser, Antoon …
- In:
The journal of computational finance
17
(
2013/14
)
3
,
pp. 57-86
Persistent link: https://www.econbiz.de/10010366279
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Fast drift-approximated pricing in the BGM model
Pietersz, Raoul
;
Pelsser, Antoon André Jean
; …
- In:
The journal of computational finance
8
(
2004
)
1
,
pp. 93-124
Persistent link: https://www.econbiz.de/10002390575
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