Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options
Year of publication: |
2003
|
---|---|
Authors: | Bernis, Guillaume ; Gobet, Emmanuel ; Kohatsu-Higa, Arturo |
Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 13.2003, 1, p. 99-113
|
Publisher: |
Wiley Blackwell |
Saved in:
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