Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options (Q4409040)
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scientific article; zbMATH DE number 1941976
Language | Label | Description | Also known as |
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English | Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options |
scientific article; zbMATH DE number 1941976 |
Statements
Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options (English)
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2003
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