Importance Sampling in the Heath-Jarrow-Morton Framework
| Year of publication: |
1999
|
|---|---|
| Authors: | Glasserman, Paul ; Heidelberger, Philip ; Shahabuddin, Perwez |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 7.1999, 1, p. 32-50
|