Accelerated simulation for pricing Asian options

Winter Simulation Conference Proceedings

Volumn 2, Issue , 1998, Pages 1493-1500

  Vazquez Abad, Felisa J ^a   Dufresne, Daniel ^a  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

COSTS; ESTIMATION; MARKETING; MONTE CARLO METHODS;

VARIANCE REDUCTION;

COMPUTER SIMULATION;

EID: 0032257707     PISSN: 02750708     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (17)