Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes
Date
2006
Authors
Advisors
Journal Title
Journal ISSN
ISSN
Volume Title
Publisher
Taylor and Francis
Type
Article
Peer reviewed
Yes
Abstract
Description
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Citation
Ribeiro, C. and Webber, N. (2006) Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes. Applied Mathematical Finance, 13 (4), pp. 333-352