Digital barrier options pricing: an improved Monte Carlo algorithm (Q2398005): Difference between revisions
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Revision as of 10:18, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Digital barrier options pricing: an improved Monte Carlo algorithm |
scientific article |
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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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