Conditional Sampling for Barrier Option Pricing under the LT Method (Q2873131)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional Sampling for Barrier Option Pricing under the LT Method |
scientific article |
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Conditional Sampling for Barrier Option Pricing under the LT Method (English)
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23 January 2014
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barrier options
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conditional sampling
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linear transformation method
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quasi-Monte Carlo
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root-finding
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