Unbiased Monte Carlo valuation of lookback, swing and barrier options with continuous monitoring under variance gamma models (Q5411506)
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scientific article; zbMATH DE number 6287660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unbiased Monte Carlo valuation of lookback, swing and barrier options with continuous monitoring under variance gamma models |
scientific article; zbMATH DE number 6287660 |
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Unbiased Monte Carlo valuation of lookback, swing and barrier options with continuous monitoring under variance gamma models (English)
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23 April 2014
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