Conditional Sampling for Barrier Option Pricing under the LT Method (Q2873131): Difference between revisions
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Revision as of 21:30, 11 February 2024
scientific article
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English | Conditional Sampling for Barrier Option Pricing under the LT Method |
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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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