Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options (Q4409040)
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scientific article; zbMATH DE number 1941976
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| 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)
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2003
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0.8980035185813904
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0.8307111859321594
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0.8264887928962708
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0.8076946139335632
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0.8011748790740967
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