Simulating path-dependent options : a new approach
Year of publication: |
1998
|
---|---|
Authors: | Babsiri, Mohamed el ; Noel, Gerald |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 6.1998, 2, p. 65-83
|
Subject: | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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