An efficient exponential twisting importance sampling technique for pricing financial derivatives
2018 ◽
Vol 48
(2)
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pp. 203-219
2011 ◽
Vol 88-89
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pp. 554-558
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1990 ◽
Vol 38
(4)
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pp. 393-396
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2002 ◽
pp. 1037-1042
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Vol 8
(4)
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pp. 730-741
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2021 ◽
Vol 2
(3)
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pp. 10-18
2004 ◽
Vol 36
(2)
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pp. 434-454
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