Asymptotically Optimal Importance Sampling and Stratification for Pricing Path-Dependent Options
- 作者Paul Glasserman; Philip Heidelberger; Perwez Shahabuddin
- 卷第9卷
- 期第2期
- 印刷ISSN0960-1627
- 电子ISSN1467-9965
- 文件大小328.44KB
- 发表时间1999
- DOI10.1111/1467-9965.00065
- 页码117-152