A new hybrid Monte Carlo simulation for Asian options...

A new hybrid Monte Carlo simulation for Asian options pricing

Mehrdoust, Farshid
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Volume:
85
Language:
english
Journal:
Journal of Statistical Computation and Simulation
DOI:
10.1080/00949655.2013.827681
Date:
February, 2015
File:
PDF, 356 KB
english, 2015
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