Click here for immediate access to the latest key research articles

A variance reduction technique based on integral representations 

Authors: David Heath ^a; Eckhard Platen ^a

Affiliation:

a School of Finance & Economics and Department of Mathematical Sciences, University of Technology Sydney, Broadway, NSW, Australia

DOI: 10.1088/1469-7688/2/5/305

Publication Frequency: 8 issues per year

Published in: Quantitative Finance, Volume 2, Issue 5 October 2002 , pages 362 - 369

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Formats available: PDF (English)

Article Requests: Order Reprints : Request Permissions

• Sign In
• Online Sample

Recommending 'A variance reduction technique based on integral representations'

This service is temporarily unavailable.

Please copy the URL in your address bar and email it direct to your colleague or librarian to recommend this resource.