A Probabilistic Monte Carlo model for pricing discrete...

A Probabilistic Monte Carlo model for pricing discrete barrier and compound real options

Pierre Rostan,Alexandra Rostan…
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Volume:
20
Language:
english
Journal:
Journal of Derivatives & Hedge Funds
DOI:
10.1057/jdhf.2014.13
Date:
May, 2014
File:
PDF, 1.44 MB
english, 2014
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