Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes

A Monte Carlo Method for the Normal Inverse Gaussian Option Valuation Model using an Inverse Gaussian Bridge

Webber, Nick, (2003)

Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Levy Processes

Ribeiro, Claudia, (2006)

Valuing Path Dependent Options in the Variance-Gamma Model by Monte Carlo with a Gamma Bridge

Webber, Nick, (2003)