"Multilevel Monte Carlo for Asian options and limit theorems."

Mohamed Ben Alaya, Ahmed Kebaier (2014)

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DOI: 10.1515/MCMA-2013-0025

access: closed

type: Journal Article

metadata version: 2024-10-06

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Mohamed Ben Alaya, Ahmed Kebaier:
Multilevel Monte Carlo for Asian options and limit theorems. Monte Carlo Methods Appl. 20(3): 181 (2014)

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