Path-Dependent Options: Extending the Monte Carlo Simulation Approach (Q4392522)
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scientific article; zbMATH DE number 1160296
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| default for all languages | No label defined |
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| English | Path-Dependent Options: Extending the Monte Carlo Simulation Approach |
scientific article; zbMATH DE number 1160296 |
Statements
Path-Dependent Options: Extending the Monte Carlo Simulation Approach (English)
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8 June 1998
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Monte Carlo simulation
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option valuation
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American-style options
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Asian options
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0.8467960357666016
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0.8343524932861328
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0.8338025212287903
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0.8304108381271362
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