Applications of the central limit theorem for pricing cliquet-style options (Q1689027): Difference between revisions
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Latest revision as of 03:43, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applications of the central limit theorem for pricing cliquet-style options |
scientific article |
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Applications of the central limit theorem for pricing cliquet-style options (English)
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12 January 2018
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cliquet options
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central limit theorem
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Monte Carlo method
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implied caps
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