Advanced Monte Carlo Methods for Barrier and Related Exotic Options (Q3631195)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Advanced Monte Carlo Methods for Barrier and Related Exotic Options |
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Advanced Monte Carlo Methods for Barrier and Related Exotic Options (English)
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5 June 2009
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barrier option
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Monte Carlo method
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barrier shifting technique (BAST)
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up and out put option (UOP)
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down out call
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BLAC down out
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