EFFICIENT MONTE CARLO ALGORITHM FOR PRICING BARRIER OPTIONS (Q3393931)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EFFICIENT MONTE CARLO ALGORITHM FOR PRICING BARRIER OPTIONS |
scientific article |
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EFFICIENT MONTE CARLO ALGORITHM FOR PRICING BARRIER OPTIONS (English)
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28 August 2009
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barrier option pricing
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Monte Carlo method
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exit probability
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