Conditioning on One-Step Survival for Barrier Option Simulations (Q3635045)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Conditioning on One-Step Survival for Barrier Option Simulations |
scientific article |
Statements
Conditioning on One-Step Survival for Barrier Option Simulations (English)
0 references
3 July 2009
0 references