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Using Monte Carlo to Price Continuously Monitored Barrier Options on Discontinuously Traded Underlyings
Van Bommel, Jos
2011
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https://hdl.handle.net/10993/9549
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Using Monte Carlo to Price Continuously Monitored Barrier Options on Discontinuously Traded Underlyings_2011 (7).pdf
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Disciplines :
Finance
Author, co-author :
Van Bommel, Jos
;
University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Language :
English
Title :
Using Monte Carlo to Price Continuously Monitored Barrier Options on Discontinuously Traded Underlyings
Publication date :
2011
Available on ORBilu :
since 28 October 2013
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