Path-Dependent Options: Extending the Monte Carlo Simulation Approach (Q4392522)
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scientific article; zbMATH DE number 1160296
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path-Dependent Options: Extending the Monte Carlo Simulation Approach |
scientific article; zbMATH DE number 1160296 |
Statements
Path-Dependent Options: Extending the Monte Carlo Simulation Approach (English)
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8 June 1998
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Monte Carlo simulation
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option valuation
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American-style options
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Asian options
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