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"Fast Monte Carlo valuation of barrier options for jump diffusion processes."

Steve A. K. Metwally, Amir F. Atiya (2003)

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DOI: 10.1109/CIFER.2003.1196248

access: closed

type: Conference or Workshop Paper

metadata version: 2021-10-14

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  - conf/cifer/MetwallyA03
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  - https://dblp.org/rec/conf/cifer/MetwallyA03
Steve A. K. Metwally, Amir F. Atiya:
Fast Monte Carlo valuation of barrier options for jump diffusion processes. CIFEr 2003: 101-107

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