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Option pricing theory
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ECONIS (ZBW)
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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
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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
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3
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
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4
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 : CMS
7
(
2010
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003922191
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