Monte Carlo methods for derivatives of options with discontinuous payoffs
| Year of publication: |
2007
|
|---|---|
| Authors: | Detemple, Jerome ; Rindisbacher, Marcel |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2007, 7, p. 3393-3417
|
| Publisher: |
Elsevier |