[R-SIG-Finance] simulation gbm with jumps

Thomas Steiner finbref.2006 at gmail.com
Thu Jan 11 17:00:55 CET 2007


> The books of ...

just to add one:
Glasserman, Paul: "Monte Carlo Methods in Financial Engineering"
Springer Series: Stochastic Modelling and Applied Probability , Vol.
53

Thomas



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