Erratum. Exact retrospective Monte Carlo computation of arithmetic average Asian options

DOI10.1515/MCMA.2010.005zbMath1192.91179OpenAlexW4238517612MaRDI QIDQ3580729

Mohamed Karim Sbai, Benjamin Jourdain

Publication date: 13 August 2010

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2010.005

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Monte Carlo methods (65C05) Derivative securities (option pricing, hedging, etc.) (91G20)

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