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Chapter title |
Computing Functionals of Square Root and Wishart Processes Under the Benchmark Approach via Exact Simulation
|
---|---|
Chapter number | 1 |
Book title |
Monte Carlo and Quasi-Monte Carlo Methods 2012
|
Published by |
Springer, Berlin, Heidelberg, January 2013
|
DOI | 10.1007/978-3-642-41095-6_1 |
Book ISBNs |
978-3-64-241094-9, 978-3-64-241095-6
|
Authors |
Jan Baldeaux, Eckhard Platen |