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A probabilistic interpretation of the theta-method

. Statistics & Probability Letters, 62 (2): 117--122 (Apr 1, 2003)

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A probabilistic interpretation of the theta-method. Statistics & Probability Letters, 62 (2): 117--122 (Apr 1, 2003)Extension of the corrected barrier approximation by Broadie, Glasserman, and Kou.. Finance and Stochastics, 7 (2): 231-243 (2003)On the pricing of path-dependent options and related problems. Doktorsavhandlingar vid Chalmers Tekniska Högskola Chalmers Univ. of Technology, Göteborg, (2003)