Applications of simulation methods to barrier options driven by Lévy processes.
Roşca, Alin V. ; Roşca, Natalia C.
Acta Universitatis Apulensis. Mathematics - Informatics, Tome 21 (2010), p. 279-293 / Harvested from The Electronic Library of Mathematics
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Publié le : 2010-01-01
EUDML-ID : urn:eudml:doc:224552 
@article{05887568,
     title = {Applications of simulation methods to barrier options driven by L\'evy processes.},
     journal = {Acta Universitatis Apulensis. Mathematics - Informatics},
     volume = {21},
     year = {2010},
     pages = {279-293},
     zbl = {1224.91184},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05887568}
}

Roşca, Alin V.; Roşca, Natalia C. Applications of simulation methods to barrier options driven by Lévy processes.. Acta Universitatis Apulensis. Mathematics - Informatics, Tome 21 (2010) pp. 279-293. http://gdmltest.u-ga.fr/item/05887568/