Importance sampling applied to greeks for jump–diffusion models with stochastic volatility
- de Diego, S.
- Ferreira, E.
- Nualart, E.
ISSN: 1755-2850, 1460-1559
Argitalpen urtea: 2018
Alea: 22
Zenbakia: 1
Orrialdeak: 79-105
Mota: Artikulua
Aldizkaria:
Journal of Computational Finance