Pricing complex barrier options with general features using sharp large deviation estimates (Q4934370)
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scientific article; zbMATH DE number 1390103
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| default for all languages | No label defined |
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| English | Pricing complex barrier options with general features using sharp large deviation estimates |
scientific article; zbMATH DE number 1390103 |
Statements
14 June 2000
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barrier options
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sharp large deviation estimates
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Monte Carlo procedure
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0.95493484
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0.90381616
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0.9003366
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0.8977581
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0.8959318
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0.8951779
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0.89086986
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Pricing complex barrier options with general features using sharp large deviation estimates (English)
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