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Comment on ‘Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes’ by C. Ribeiro and N. Webber
Becker, MartinVolume:
17
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/13504860903137538
Date:
April, 2010
File:
PDF, 164 KB
english, 2010