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

@@ Property / author @@
-Kazem Nouri
@@ Property / author: Kazem Nouri / rank @@
-Normal rank
@@ Property / author @@
-Leila Torkzadeh
@@ Property / author: Leila Torkzadeh / rank @@
-Normal rank
@@ Property / author @@
+Kazem Nouri
@@ Property / author: Kazem Nouri / rank @@
+Normal rank
@@ Property / author @@
+Leila Torkzadeh
@@ Property / author: Leila Torkzadeh / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s40096-016-0179-8
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@@ Property / OpenAlex ID @@
+W2344001146
@@ Property / OpenAlex ID: W2344001146 / rank @@
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@@ Property / Wikidata QID @@
+Q59460718
@@ Property / Wikidata QID: Q59460718 / rank @@
+Normal rank
@@ Property / cites work @@
+Exact asymptotics for the probability of exit from a domain and applications to simulation
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+Sequential Monte Carlo Methods for Option Pricing
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+EFFICIENT MONTE CARLO ALGORITHM FOR PRICING BARRIER OPTIONS
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