Monte Carlo method for pricing some path dependent options (Q4918639)
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scientific article; zbMATH DE number 6157875
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Monte Carlo method for pricing some path dependent options |
scientific article; zbMATH DE number 6157875 |
Statements
25 April 2013
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American option
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Asian option
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European option
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lookback option
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Monte Carlo simulation method
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0.82858806848526
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0.8183100819587708
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0.8162763714790344
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0.8110104203224182
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