Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (Q5315933)
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scientific article; zbMATH DE number 2204260
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| English | Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach |
scientific article; zbMATH DE number 2204260 |
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Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach (English)
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12 September 2005
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0.9062570333480836
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0.8973280191421509
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0.896847128868103
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0.8879958391189575
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