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Monte Carlo simulation and finance
McLeish, Don L., (2005)
Weighted Monte Carlo : a new technique for calibrating asset-pricing models
Avellaneda, Marco, (2001)
Bewertung von Optionen unter der Coherent Market Hypothesis
Veith, Jochen, (2006)
Risk, entropy, and the transformation of distributions
Reesor, R. Mark, (2002)
A multiname first-passage model for credit risk
McLeish, Don L., (2011)