Monte Carlo Methods and Path-Generation techniques for Pricing Multi-asset Path-dependent Options (Q6207013): Difference between revisions
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scientific article; zbMATH DE number 900040725
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo Methods and Path-Generation techniques for Pricing Multi-asset Path-dependent Options |
scientific article; zbMATH DE number 900040725 |
Statements
3 October 2007
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math.PR
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stat.AP
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