Becker Martin

Martin Becker

Information about the author Martin Becker will soon be added to the site.
Found 1 papers in total
Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing
Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing
2010
We introduce a method for generating ( W x , T ( μ , σ ) , m x , T ( μ ,...
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