Simulation methods for valuing Asian option prices in a hyperbolic asset price model (Q4811568)
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scientific article; zbMATH DE number 2096807
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| English | Simulation methods for valuing Asian option prices in a hyperbolic asset price model |
scientific article; zbMATH DE number 2096807 |
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Simulation methods for valuing Asian option prices in a hyperbolic asset price model (English)
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6 September 2004
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quasi-Monte Carlo
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importance sampling
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0.8466916680335999
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0.8441213965415955
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0.8216096758842468
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0.8036481142044067
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