Adaptive (Quasi-)Monte Carlo Methods for Pricing Path-Dependent Options (Q3405464)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive (Quasi-)Monte Carlo Methods for Pricing Path-Dependent Options |
scientific article |
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Adaptive (Quasi-)Monte Carlo Methods for Pricing Path-Dependent Options (English)
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15 February 2010
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asset pricing
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variance gamma
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VG
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constant elasticity of variance
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CEV
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