Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options (Q4409040)
From MaRDI portal
scientific article; zbMATH DE number 1941976
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options |
scientific article; zbMATH DE number 1941976 |
Statements
Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options (English)
0 references
2003
0 references
0 references
