EFFICIENT MONTE CARLO ALGORITHM FOR PRICING BARRIER OPTIONS
نویسندگان
چکیده
منابع مشابه
Pricing Barrier Options using Monte Carlo Methods
.............................................................................................................................. 1 Acknowledgements ............................................................................................................. 2
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ژورنال
عنوان ژورنال: Communications of the Korean Mathematical Society
سال: 2008
ISSN: 1225-1763
DOI: 10.4134/ckms.2008.23.2.285