"A new efficient simulation strategy for pricing path-dependent options."

Gang Zhao, Yakun Zhou, Pirooz Vakili (2006)

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DOI: 10.1109/WSC.2006.323149

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Gang Zhao, Yakun Zhou, Pirooz Vakili:
A new efficient simulation strategy for pricing path-dependent options. WSC 2006: 703-710

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