Valuation of path-dependent American options using a Monte Carlo approach (Q6503686)
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scientific article; zbMATH DE number 900397622
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of path-dependent American options using a Monte Carlo approach |
scientific article; zbMATH DE number 900397622 |
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Valuation of path-dependent American options using a Monte Carlo approach (English)
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1 January 1 CEGregorian
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