"New simulation methodology for finance: efficient simulation of gamma and ..."

Athanassios N. Avramidis, Pierre L'Ecuyer, Pierre-Alexandre Tremblay (2003)

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DOI: 10.1109/WSC.2003.1261439

access: closed

type: Conference or Workshop Paper

metadata version: 2023-06-26

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Athanassios N. Avramidis, Pierre L'Ecuyer, Pierre-Alexandre Tremblay:
New simulation methodology for finance: efficient simulation of gamma and variance-gamma processes. WSC 2003: 319-326

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