Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
Mark Broadie and Özgür KayaТом:
54
Мова:
english
Журнал:
Operations Research
DOI:
10.2307/25146962
Date:
March, 2006
Файл:
PDF, 2.60 MB
english, 2006