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Latest revision as of 10:27, 30 July 2024

scientific article; zbMATH DE number 6903420
Language Label Description Also known as
English
A backward Monte Carlo approach to exotic option pricing
scientific article; zbMATH DE number 6903420

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    A backward Monte Carlo approach to exotic option pricing (English)
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    13 July 2018
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    backward Monte Carlo
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    exotic option pricing
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    discrete multinomial tree
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    recursive marginal quantization algorithm
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