Pricing exotic options. Monotonicity in volatility and efficient simulation (Q2709776)
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scientific article; zbMATH DE number 1586973
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| English | Pricing exotic options. Monotonicity in volatility and efficient simulation |
scientific article; zbMATH DE number 1586973 |
Statements
2000
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European option
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Brownian motion risk
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simulation procedures
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Pricing exotic options. Monotonicity in volatility and efficient simulation (English)
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0.8163309097290039
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0.7916502952575684
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0.7893741130828857
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0.7893213033676147
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