"Multidimensional Fourier inversion using importance sampling with ..."

Santanu Dey, Sandeep Juneja (2010)

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DOI: 10.1109/WSC.2010.5678975

access: closed

type: Conference or Workshop Paper

metadata version: 2022-04-29

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Santanu Dey, Sandeep Juneja:
Multidimensional Fourier inversion using importance sampling with application to option pricing. WSC 2010: 2801-2809

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