Using forward Monte-Carlo simulation for the valuation of American barrier options (Q1639295)
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scientific article; zbMATH DE number 6886501
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Using forward Monte-Carlo simulation for the valuation of American barrier options |
scientific article; zbMATH DE number 6886501 |
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Using forward Monte-Carlo simulation for the valuation of American barrier options (English)
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12 June 2018
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American barrier option
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forward Monte Carlo method
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pseudo critical price
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sufficient indicator
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0.8973551
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0.89227194
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0.8911576
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