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Item Statistics

A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models

RepositoryUniversity of Queensland [UQ eSpace]
URLhttps://espace.library.uq.edu.au/view/UQ:681817
Author(s)Dang, Duy-Minh; Jackson, Kenneth R.; Sues, Scott
Item typeArticle
JournalApplied Mathematical Finance, Print_ISSN:1350-486X, Online_ISSN:1466-4313
DOIhttps://doi.org/10.1080/1350486X.2017.1358646

Usage Date Range

Note: Daily statistics are only available for the last six weeks.

     

Country Reporting Period Total 2021-12-17
Overall totals 1 1
Australia 1 1
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