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~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Ghamami, Samim"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Journal of risk and financial management : JRFM
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.
;
Ghamami, Samim
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 45-52
Persistent link: https://www.econbiz.de/10003961017
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