A Modified Binomial Lattice Monte Carlo Method with Applications to European Barrier Options
| Main Author: | |
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| Format: | Others |
| Language: | English |
| Published: |
Uppsala universitet, Matematiska institutionen
2009
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| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-119403 |