A Technique for Reducing Discretization Bias from Monte...

European Journal of Finance 2007 / 09 Vol. 13; Iss. 6

A Technique for Reducing Discretization Bias from Monte Carlo Simulations: Option Pricing under Stochastic Interest Rates

Lindset, Snorre, Lund, Arne-Christian
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Volume:
13
Language:
english
Journal:
The European Journal of Finance
DOI:
10.1080/13518470701198791
Date:
September, 2007
File:
PDF, 350 KB
english, 2007
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