Year 2016
Authors Huei-Wen Teng,Huei-Wen Teng*, Cheng-Der Fuh, and Chun-Chieh Chen
Paper Title On an Automatic and Optimal Importance Sampling Approach with Applications in Finance
Journal Title Quantitative Finance
Vol.No 16
Issue.No 8
Page(s) 1259-1271
Language English