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

DOI10.1515/MCMA.2010.005MaRDI QIDQ3580729zbMATH OpenOpenAlexFDO

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)

This page was built for publication: Erratum. Exact retrospective Monte Carlo computation of arithmetic average Asian options

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3580729)