A Technique for Reducing Discretization Bias from Monte Carlo Simulations: Option Pricing under Stochastic Interest Rates

Author： Lindset Snorre Lund Arne-Christian

Publisher： Routledge Ltd

ISSN： 1466-4364

Source： The European Journal of Finance, Vol.13, Iss.6, 2007-09, pp. : 545-564

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