"Simulation in financial engineering: importance sampling in derivative ..."

Yi Su, Michael C. Fu (2000)

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DOI: 10.1109/WSC.2000.899767

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Yi Su, Michael C. Fu:
Simulation in financial engineering: importance sampling in derivative securities pricing. WSC 2000: 587-596

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