Pricing and Deltas of Discretely-Monitored Barrier Options Using Stratified Sampling on the Hitting-Times to the Barrier
Year of publication: |
2009
|
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Authors: | Joshi, Mark S. |
Other Persons: | Tang, Robert (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Optionsgeschäft | Option trading | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory | Modellierung | Scientific modelling |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 30, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1441142 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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