共 50 条
- [34] An Algorithm for the Pricing of Path-Dependent American Options using Malliavin Calculus WCECS 2008: WORLD CONGRESS ON ENGINEERING AND COMPUTER SCIENCE, 2008, : 1035 - 1038
- [38] Importance sampling in Quasi-Monte Carlo pricing path-dependent options PROCEEDINGS OF THE SIXTH INTERNATIONAL CONFERENCE ON INFORMATION AND MANAGEMENT SCIENCES, 2007, 6 : 812 - 822