Pricing of path-dependent European-type options using Monte Carlo simulation (Q2789094)
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scientific article; zbMATH DE number 6546421
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| English | Pricing of path-dependent European-type options using Monte Carlo simulation |
scientific article; zbMATH DE number 6546421 |
Statements
Pricing of Path-Dependent European-Type Options Using Monte Carlo Simulation (English)
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26 February 2016
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option pricing
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Monte Carlo simulation
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0.8162763714790344
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0.7931869029998779
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0.7776972055435181
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0.7678507566452026
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