Erratum. Exact retrospective Monte Carlo computation of arithmetic average Asian options

DOI10.1515/MCMA.2010.005MaRDI QIDQ3580729zbMATHOpenAlexFDO

Authors Benjamin Jourdain, Mohamed Sbai

Publication date 13 August 2010

Published in Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/mcma.2010.005

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60)

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