Conditional Sampling for Barrier Option Pricing under the LT Method (Q2873131): Difference between revisions
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Revision as of 18:15, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional Sampling for Barrier Option Pricing under the LT Method |
scientific article |
Statements
Conditional Sampling for Barrier Option Pricing under the LT Method (English)
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23 January 2014
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barrier options
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conditional sampling
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linear transformation method
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quasi-Monte Carlo
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root-finding
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