Exact retrospective Monte Carlo computation of arithmetic...

Exact retrospective Monte Carlo computation of arithmetic average Asian options

Jourdain, Benjamin, Sbai, Mohamed
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Volume:
13
Language:
english
Journal:
Monte Carlo Methods and Applications
DOI:
10.1515/mcma.2007.008
Date:
January, 2007
File:
PDF, 336 KB
english, 2007
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