scientific article; zbMATH DE number 2065147

zbMATH Open1069.91040MaRDI QIDQ4459814FDOQ4459814

Giovanni Barone-Adesi, Ghulam Sorwar

Publication date: 18 May 2004

Title of this publication is not available (Why is that?)

zbMATH Keywords

Monte Carlo simulation

Mathematics Subject Classification ID

Cited In (2)

• Pricing general barrier options: a numerical approach using sharp large deviations
• A barrier option of American type

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