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scientific article; zbMATH DE number 1103058
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scientific article; zbMATH DE number 1103058

    Statements

    author
    Peter Acworth
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    Mark N. Broadie
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    Paul Glasserman
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    publication date
    12 January 1998
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    zbMATH Keywords
    option pricing
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    Monte Carlo methods
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    Brownian bridge construction
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65C05
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    91G20
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    zbMATH DE Number
    1103058
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