Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes (Q3424322)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes |
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Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes (English)
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15 February 2007
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bridge Monte Carlo methods
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simulations bias
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exotic options valuation
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Lévy processes
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