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Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lvy 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

Published in: Applied Mathematical Finance, Volume 13, Issue 4 December 2006 , pages 333 - 352

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Formats available: HTML (English) : PDF (English)

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