Zongwu Zhu, Floyd B. Hanson. A Monte-Carlo Option-Pricing Algorithm for Log-Uniform Jump-Diffusion Model. In 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, CDC/ECC 2005, Seville, Spain, 12-15 December, 2005. pages 5221-5226, IEEE, 2005. [doi]
Abstract is missing.