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"Optimal importance sampling with explicit formulas in continuous time."

Paolo Guasoni, Scott Robertson (2008)

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DOI: 10.1007/S00780-007-0053-5

access: closed

type: Journal Article

metadata version: 2020-07-22

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Paolo Guasoni, Scott Robertson:
Optimal importance sampling with explicit formulas in continuous time. Finance Stochastics 12(1): 1-19 (2008)

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