Reducing simulation bias for exotic options with different price processes

Additional Metadata
Keywords	option pricing; geometric Brownian motion; stochastic interest rates; stochastic volatility; Brownian bridges
Thesis Advisor	Lange, R.
Persistent URL	hdl.handle.net/2105/53023
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Geissler, T. (2020, October 21). Reducing simulation bias for exotic options with different price processes. Econometrie. Retrieved from http://hdl.handle.net/2105/53023

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