Ngày tải lên :
21/06/2014, 07:20
... rule-of-thumb, 58, 60 true random numbers, 40 unbiased, 142, 148 uniform distribution, 22, 24, 28 up -and- in call, 190, 223 up -and- in put, 190 up -and- out call, 190, 194, 195, 197 up -and- out put, 190 variance, ... Mark Broadie and Paul Glasserman (1997) Monte Carlo methods for security pricing Journal of Economic Dynamics and Control, 21:1267–1321 Broadie, Mark and Paul Glasserman (1998) Introduction to ... Processes Berlin: z Springer Capi´ ski, Marek and Ekkehard Kopp (1999) Measure, Integral and Probability Berlin: n Springer Clewlow, Les and Chris Strickland (1998) Implementing Derivative Models...