ON THE ERROR IN THE MONTE CARLO PRICING OF SOME FAMILIAR EUROPEAN PATH-DEPENDENT OPTIONS (Q3370591)
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scientific article; zbMATH DE number 5004614
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| English | ON THE ERROR IN THE MONTE CARLO PRICING OF SOME FAMILIAR EUROPEAN PATH-DEPENDENT OPTIONS |
scientific article; zbMATH DE number 5004614 |
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ON THE ERROR IN THE MONTE CARLO PRICING OF SOME FAMILIAR EUROPEAN PATH-DEPENDENT OPTIONS (English)
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8 February 2006
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0.8213480710983276
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0.7971377968788147
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0.7729678153991699
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0.7729675769805908
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0.771601140499115
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