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Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by L
vy Processes
Authors:
Claudia Ribeiro a;
Nick Webber b
| Affiliations: | a CEMPRE/Faculdade de Economia, Universidade do Porto Rua Dr. Roberto Frias, Porto, Portugal |
| b Warwick Business School, University of Warwick, Coventry, UK |
DOI:
10.1080/13504860600658992
Publication Frequency:
6 issues per year
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