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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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  Data: Importance Sampling for Rainbow Option Pricing.
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  Data: <searchLink fieldCode="JN" term="%22Stochastic+Systems+%28INFORMS%29%22">Stochastic Systems (INFORMS)</searchLink>. Mar2026, Vol. 16 Issue 1, p90-107. 18p.
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RecordInfo BibRecord:
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    Identifiers:
      – Type: doi
        Value: 10.1287/stsy.2025.0110
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      – Code: eng
        Text: English
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      Pagination:
        PageCount: 18
        StartPage: 90
    Titles:
      – TitleFull: Importance Sampling for Rainbow Option Pricing.
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          Name:
            NameFull: Setayeshgar, Leila
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            NameFull: Wang, Hui
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            – D: 01
              M: 03
              Text: Mar2026
              Type: published
              Y: 2026
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            – TitleFull: Stochastic Systems (INFORMS)
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