Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes

AuthID
 P-007-GP3
2
Author(s)
Webber, N
Document Type
Article
Year published
2006
Published
in Applied Mathematical Finance, ISSN: 1350-486X
Volume: 13, Issue: 4, Pages: 333-352
Indexing
Scopus®
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Publication Identifiers
SCOPUS: 2-s2.0-33751561943
Source Identifiers
ISSN: 1350-486X
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