TY - CPAPER
AU - Lo S.
BT - Economic & Financial Studies
CY - Macquarie University, Sydney, Australia
LA - eng
LB - statisticsconference
PP - Macquarie University, Sydney, Australia
PY - 2007
T2 - Economic & Financial Studies
TI - Robust exponential tilting approximation: a Monte Carlo Study of the Stochastic Lognormal Volatility Model
ER -