Fast and accurate pricing of discretely monitored barrier options by numerical path integration (Q2461660)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast and accurate pricing of discretely monitored barrier options by numerical path integration |
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Fast and accurate pricing of discretely monitored barrier options by numerical path integration (English)
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21 November 2007
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barrier options
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discrete monitoring
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numerical path integration
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