Non-parametric partial importance sampling for financial derivative pricing

Author: Neddermeyer Jan C.  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.11, Iss.8, 2011-08, pp. : 1193-1206

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract