Monte Carlo Simulations and the Pricing of Options in the Discontinuous Case

Titelangaben

Schäfer, Klaus:
Monte Carlo Simulations and the Pricing of Options in the Discontinuous Case.
In: Bachem, Achim ; Derigs, Ulrich ; Jünger, Michael ; Schrader, Rainer (Hrsg.): Extended abstracts of the 18th Symposium on Operations Research : held at the University of Cologne, September 1 - 3, 1993. - Heidelberg : Physica-Verlag , 1994 . - S. 438-441 . - (Operations Research ; 93 )
ISBN 3-7908-0794-X
DOI: https://doi.org/10.1007/978-3-642-46955-8_108