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 APA Style APA-ALL Style AAA 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). Reducing simulation bias for exotic options with different price processes. In Econometrie.http://hdl.handle.net/2105/53023

Publication