Fast evaluation of some probability integrals arisen from the valuations of discretely monitored derivative securities

Hon-Kwok Fung, Leong Kwan Li, S. P. Yung, Wei Zhou. Fast evaluation of some probability integrals arisen from the valuations of discretely monitored derivative securities. Risk and Decision Analysis, 4(1):59-68, 2013. [doi]

No reviews for this publication, yet.