Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes (Q3424322)
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scientific article; zbMATH DE number 5127623
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| English | Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes |
scientific article; zbMATH DE number 5127623 |
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Correcting for Simulation Bias in Monte Carlo Methods to Value Exotic Options in Models Driven by Lévy Processes (English)
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15 February 2007
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bridge Monte Carlo methods
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simulations bias
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exotic options valuation
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Lévy processes
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0.8715935349464417
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0.8148564100265503
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0.8015264272689819
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0.7902159690856934
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0.7889232039451599
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