%0 Journal Article %1 journals/cms/Becker10 %A Becker, Martin %D 2010 %J Comput. Manag. Science %K dblp %N 1 %P 1 %T Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing. %U http://dblp.uni-trier.de/db/journals/cms/cms7.html#Becker10 %V 7

@article{journals/cms/Becker10, added-at = {2018-12-10T00:00:00.000+0100}, author = {Becker, Martin}, biburl = {https://www.bibsonomy.org/bibtex/24cfe5c3b63a1e4656d7344beb29305db/dblp}, ee = {https://doi.org/10.1007/s10287-007-0065-9}, interhash = {f289af2a9703e7774a3565654aea82ef}, intrahash = {4cfe5c3b63a1e4656d7344beb29305db}, journal = {Comput. Manag. Science}, keywords = {dblp}, number = 1, pages = 1, timestamp = {2018-12-11T11:36:16.000+0100}, title = {Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing.}, url = {http://dblp.uni-trier.de/db/journals/cms/cms7.html#Becker10}, volume = 7, year = 2010 }