Equity-linked security pricing and greeks at arbitrary intermediate times using Brownian bridge (Q2293279)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equity-linked security pricing and greeks at arbitrary intermediate times using Brownian bridge |
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Equity-linked security pricing and greeks at arbitrary intermediate times using Brownian bridge (English)
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7 February 2020
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equity-linked securities
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Monte Carlo simulation
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option pricing
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Brownian bridge
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