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Using forward Monte-Carlo simulation for the valuation of American barrier options
Miao, Daniel Wei-Chung, Lee, Yung-Hsin, Wang, Jr-YanLanguage:
english
Journal:
Annals of Operations Research
DOI:
10.1007/s10479-017-2639-4
Date:
October, 2017
File:
PDF, 1.15 MB
english, 2017