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

DOI10.1515/MCMA.2010.005zbMATH Open1192.91179OpenAlexW4238517612MaRDI QIDQ3580729FDOQ3580729

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)