Simulation based option pricing
Year of publication: |
2009
|
---|---|
Authors: | Belomestny, Denis ; Milʹstejn, Grigorij N. |
Published in: |
Applied quantitative finance. - Berlin : Springer, ISBN 978-3-540-69177-8. - 2009, p. 363-378
|
Subject: | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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