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Multilevel Monte Carlo for exponential Lévy models
Giles, Michael B.
;
Xia, Yuan
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 995-1026
Persistent link: https://www.econbiz.de/10011944462
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2
Another look at the integral of exponential Brownian motion and the pricing of
Asian
options
Lyasoff, Andrew
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 1061-1096
Persistent link: https://www.econbiz.de/10011570364
Saved in:
3
Pricing and hedging Asian-style options on energy
Benth, Fred Espen
;
Detering, Nils
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 849-889
Persistent link: https://www.econbiz.de/10011421055
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