Year | 2016 |
---|---|
Authors | 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 |