Pricing and hedging Asian basket options with quasi-Monte Carlo simulations (Q1945610)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging Asian basket options with quasi-Monte Carlo simulations |
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Pricing and hedging Asian basket options with quasi-Monte Carlo simulations (English)
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8 April 2013
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computational finance
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quasi-Monte Carlo algorithms
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Malliavin calculus
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pricing and hedging options
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Asian basket options
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