✦ LIBER ✦
Asymptotically Optimal Importance Sampling and Stratification for Pricing Path-Dependent Options
✍ Scribed by Paul Glasserman; Philip Heidelberger; Perwez Shahabuddin
- Book ID
- 108550440
- Publisher
- John Wiley and Sons
- Year
- 1999
- Tongue
- English
- Weight
- 328 KB
- Volume
- 9
- Category
- Article
- ISSN
- 0960-1627
No coin nor oath required. For personal study only.