Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias (Q395995): Difference between revisions

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+Efficient Monte Carlo and Quasi–Monte Carlo Option Pricing Under the Variance Gamma Model
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+Exact asymptotics for the probability of exit from a domain and applications to simulation
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+Comment on ‘Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes’ by C. Ribeiro and N. Webber
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+Publication:395995