Pricing parisian and barriers by hitting time simulation

Journal article (2008)

Authors

J.H.M. Anderluh Applied Probability - EEMCS
Research Group
Applied Probability (EEMCS) (TU Delft)
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Published Date

2008

Language

Undefined/Unknown

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Applied Probability