✦ LIBER ✦
Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing
✍ Scribed by Martin Becker
- Publisher
- Springer-Verlag
- Year
- 2007
- Tongue
- English
- Weight
- 341 KB
- Volume
- 7
- Category
- Article
- ISSN
- 1619-697X
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