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Efficient Monte Carlo Simulation of Security Prices
Home
Publications
Efficient Monte Carlo Simulation of Security Prices
Efficient Monte Carlo Simulation of Security Prices
DD
Darrell Duffie
Darrell Duffie
PG
Peter Glynn
Peter Glynn
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1 November 1995
journal article
Published by
Institute of Mathematical Statistics
in
The Annals of Applied Probability
Vol. 5
(4)
https://doi.org/10.1214/aoap/1177004598
Abstract
No abstract available
Cited by 115 articles