On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo (Q2473285)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo |
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On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo (English)
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26 February 2008
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barrier options
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quasi-Monte Carlo
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importance sampling
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conditional expectation
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