"On pricing discrete barrier options using conditional expectation and ..."

Giray Ökten, Emmanuel Salta, Ahmet Göncü (2008)

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DOI: 10.1016/J.MCM.2007.05.001

access: open

type: Journal Article

metadata version: 2021-02-17

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Giray Ökten, Emmanuel Salta, Ahmet Göncü:
On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo. Math. Comput. Model. 47(3-4): 484-494 (2008)

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