Pricing Parisians and barriers by hitting time simulation
Year of publication: |
2008
|
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Authors: | Anderluh, J. H. M. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 14.2008, 1/2, p. 137-156
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Theorie | Theory |
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