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Comment on "Correcting for simulation bias in Monte Carlo methods to value exotic options in models driven by Lévy processes" by C. Ribeiro and N. Webber

Becker, Martin - In: Applied mathematical finance 17 (2010) 1/2, pp. 133-146

Persistent link: https://www.econbiz.de/10003975363

Unbiased Monte Carlo valuation of lookback, swing and barrier options with continous monitoring under variance gamma models

Becker, Martin - In: The journal of computational finance 13 (2009/10) 4, pp. 35-61

Persistent link: https://www.econbiz.de/10003996072

Simulation von Schluss-, Minimal- und Maximalwerten spezieller Preisprozesse mit Anwendungen in der Optionsbewertung

Becker, Martin - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003684371

Exact simulation of final, minimal and maximal values of Brownian motion and jump-diffusions with applications to option pricing

Becker, Martin - In: Computational Management Science 7 (2010) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10008458187

On the Effectiveness of European Cartel Law Enforcement (Council Regulation 1/2003) – A Monte Carlo Simulation

Will, Birgit E.; Becker, Martin; Schmidtchen, Dieter - 2012

This paper investigates the effectiveness of the legal exception system (Council Regulation (EC) 1/2003) by running a Monte Carlo simulation for different only vaguely known input parameters of the system. Effectiveness is operationalized via the two subcriteria compliance to Art. 101 TFEU, i.e....

Persistent link: https://www.econbiz.de/10014173163