Pricing General Barrier Options: A Numerical Approach Using Sharp Large Deviations (Q2757306): Difference between revisions
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Revision as of 09:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing General Barrier Options: A Numerical Approach Using Sharp Large Deviations |
scientific article |
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Pricing General Barrier Options: A Numerical Approach Using Sharp Large Deviations (English)
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26 November 2001
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barrier options
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sharp large deviations
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Monte Carlo methods
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