Pricing exotic options: Monotonicity in volatility and efficient simulation

被引：0
|
作者：
Ross, Sheldon M. [1 ]
Shanthikumar, J. George [2 ]
机构：
[1] Dept. Indust. Eng. Operations Res., University of California, Berkeley, CA 94720, United States
[2] Dept. Indust. Eng. Operations Res., Walter A. Haas School of Business, University of California, Berkeley, CA 94720, United States
来源：
| 2000年 / Cambridge University Press卷 / 14期
关键词：
D O I：
10.1017/s0269964800143037
中图分类号：
学科分类号：
摘要：
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