A variance reduction technique based on integral representations

Quantitative Finance

Volumn 2, Issue 5, 2002, Pages 362-369

  Heath, David ^a   Platen, Eckhard ^a  

^a UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 3242777563     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1088/1469-7688/2/5/305     Document Type: Article

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