Importance Sampling in the Heath-Jarrow-Morton Framework

• 期刊名称The Journal of Derivatives
• 作者Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez
• 卷第7卷
• 期第1期
• 印刷ISSN1074-1240
• 文件大小208.43KB
• 发表时间1999-01
• DOI10.3905/jod.1999.319109
• 页码32-50