Optimal importance sampling with explicit formulas in continuous time
| Year of publication: |
2008
|
|---|---|
| Authors: | Guasoni, Paolo ; Robertson, Scott |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 12.2008, 1, p. 1-20
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