Efficient Monte Carlo Simulation of Security Prices
- 期刊名称The Annals of Applied Probability
- 作者Darrell Duffie and Peter Glynn
- 卷第5卷
- 期第4期
- 印刷ISSN1050-5164
- 文件大小1061.86KB
- 发表时间1995-11
- DOI10.2307/2245097
- 页码897-905
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