The Diffusion Bridge Method: Application to Path-Dependent Options (II)
Crossref DOI link: https://doi.org/10.1007/978-3-319-90276-0_8
Published Online: 2018-07-31
Published Print: 2018
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Pagès, Gilles
License valid from 2018-01-01