Pricing continuous Asian options : a comparison of Monte Carlo and Laplace transform inversion methods
Year of publication: |
1999
|
---|---|
Authors: | Fu, Michael ; Madan, Dilip B. ; Wang, Tong |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 2.1998/1999, 2, p. 49-74
|
Subject: | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Mathematik | Mathematics | Theorie | Theory | Optionsgeschäft | Option trading |
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