Using Brownian Bridge for Fast Simulation of Jump-Diffusion Processes and Barrier Options
| Year of publication: |
2002
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|---|---|
| Authors: | Metwally, Steve A.K. ; Atiya, Amir F. |
| 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. 10.2002, 1, p. 43-54
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