Optimal importance sampling with explicit formulas in continuous time

No abstract is available for this paper.

• Publication year

  2007

• Venue

  Finance and Stochastics

• Publication date

  2007-09-19

• Fields of study

  Mathematics, Business, Computer Science

• Identifiers
  DOI 10.1007/s00780-007-0053-5
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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