EFFICIENT MONTE CARLO ALGORITHM FOR PRICING BARRIER OPTIONS (Q3393931)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EFFICIENT MONTE CARLO ALGORITHM FOR PRICING BARRIER OPTIONS |
scientific article |
Statements
EFFICIENT MONTE CARLO ALGORITHM FOR PRICING BARRIER OPTIONS (English)
0 references
28 August 2009
0 references
barrier option pricing
0 references
Monte Carlo method
0 references
exit probability
0 references
