"Pricing Lookback Options under Normal Inverse Gaussian Model by Variance ..."

Yongzeng Lai, Jilin Zhang (2014)

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DOI: 10.1109/CSO.2014.89

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-23

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Yongzeng Lai, Jilin Zhang:
Pricing Lookback Options under Normal Inverse Gaussian Model by Variance Reduction and Randomized Quasi-Monte Carlo Methods. CSO 2014: 435-439

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