Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (Q5315933): Difference between revisions

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Latest revision as of 15:16, 10 June 2024

scientific article; zbMATH DE number 2204260
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English
Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach
scientific article; zbMATH DE number 2204260

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    Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (English)
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    12 September 2005
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