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Importance Sampling for Rainbow Option Pricing.

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Bibliographic Details
Title: Importance Sampling for Rainbow Option Pricing.
Authors: Setayeshgar, Leila1 (AUTHOR) setayeshgarl@cofc.edu, Wang, Hui2 (AUTHOR) hui_wang@brown.edu
Source: Stochastic Systems (INFORMS). Mar2026, Vol. 16 Issue 1, p90-107. 18p.
Database: Business Source Ultimate
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ISSN:19465238
DOI:10.1287/stsy.2025.0110