"Out-of-the-money monte carlo simulation option pricing: the joint use of ..."

Eduardo Saliby, Jaqueline T. M. Marins, Josete F. dos Santos (2005)

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DOI: 10.1109/WSC.2005.1574463

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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Eduardo Saliby, Jaqueline T. M. Marins, Josete F. dos Santos:
Out-of-the-money monte carlo simulation option pricing: the joint use of importance sampling and descriptive sampling. WSC 2005: 1869-1875

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