Implementation of the modified Monte Carlo simulation for evaluate the barrier option prices
2017 ◽
Vol 11
(2)
◽
pp. 233-240
◽
2008 ◽
Vol 40
(1)
◽
pp. 273-291
◽
1999 ◽
Vol 02
(01)
◽
pp. 1-16
◽
Keyword(s):
2018 ◽
Vol 05
(01)
◽
pp. 1850013
◽
THE PRICING OF EXOTIC OPTIONS BY MONTE–CARLO SIMULATIONS IN A LÉVY MARKET WITH STOCHASTIC VOLATILITY
2003 ◽
Vol 06
(08)
◽
pp. 839-864
◽
2008 ◽
Vol 40
(01)
◽
pp. 273-291
◽
Keyword(s):
1990 ◽
Vol 48
(2)
◽
pp. 4-5
2002 ◽
Vol 110
(2)
◽
pp. 182-185
Keyword(s):