Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations
Cufaro Petroni, Nicola, Sabino, PiergiacomoТом:
15
Мова:
english
Журнал:
Methodology and Computing in Applied Probability
DOI:
10.1007/s11009-011-9228-9
Date:
March, 2013
Файл:
PDF, 370 KB
english, 2013