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Using Brownian Bridge for Fast Simulation of Jump-Diffusion Processes and Barrier Options
Metwally, Steve A.K, Atiya, Amir FVolume:
10
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2002.319189
Date:
January, 2002
File:
PDF, 238 KB
english, 2002