Digital barrier options pricing: an improved Monte Carlo algorithm (Q2398005): Difference between revisions

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Latest revision as of 05:49, 14 July 2024

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Digital barrier options pricing: an improved Monte Carlo algorithm
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    Digital barrier options pricing: an improved Monte Carlo algorithm (English)
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    14 August 2017
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    digital option
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    double barrier
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    Monte Carlo simulation
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    uniform distribution
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