Pricing general barrier options: a numerical approach using sharp large deviations (Q2757306)
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scientific article; zbMATH DE number 1676820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing general barrier options: a numerical approach using sharp large deviations |
scientific article; zbMATH DE number 1676820 |
Statements
26 November 2001
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barrier options
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sharp large deviations
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Monte Carlo methods
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Pricing general barrier options: a numerical approach using sharp large deviations (English)
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