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Contains information about title and source of a journal
| Title: |
Using Monte Carlo simulation and importance sampling to rapidly obtain jump-diffusion prices of continuous barrier options |
| Source: |
The journal of computational finance
[1460-1559]
JOSHI
yr:2007
vol:10
iss:4
pg:93
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Contains list of services for current record
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© 2009 SFX by Ex Libris Inc.
CrossRef Enabled
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