Reference : Using Monte Carlo to Price Continuously Monitored Barrier Options on Discontinuously ...
E-prints/Working papers : First made available on ORBilu
Business & economic sciences : Finance
http://hdl.handle.net/10993/9549
Using Monte Carlo to Price Continuously Monitored Barrier Options on Discontinuously Traded Underlyings
English
Van Bommel, Jos mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
2011
Yes
http://hdl.handle.net/10993/9549

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