Pages that link to "Item:Q4825513"
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The following pages link to Pricing Discrete European Barrier Options Using Lattice Random Walks (Q4825513):
Displaying 2 items.
- Efficient exponential timestepping algorithm using control variate technique for simulating a functional of exit time of one-dimensional Brownian diffusion with applications in finance (Q2211897) (← links)
- Discrete-Time Quadratic Hedging of Barrier Options in Exponential Lévy Model (Q4976503) (← links)
