Options: a Monte Carlo approach
Year of publication: |
1999
|
---|---|
Authors: | Boyle, Phelim P. |
Published in: |
Options : classic approaches to pricing and modelling. - London : Risk Books, ISBN 1-899332-71-5. - 1999, p. 233-248
|
Subject: | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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