Pricing exotic options. Monotonicity in volatility and efficient simulation (Q2709776)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing exotic options. Monotonicity in volatility and efficient simulation |
scientific article |
Statements
2000
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European option
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Brownian motion risk
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simulation procedures
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Pricing exotic options. Monotonicity in volatility and efficient simulation (English)
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