Monte Carlo Methods and Path-Generation Techniques for Pricing Multi-Asset Path-Dependent Options
1994 ◽
Vol 5
(5)
◽
pp. 131-176
◽
Keyword(s):
2009 ◽
Vol 1
(1)
◽
pp. 37-53
◽
2020 ◽
Vol 61
(1)
◽
pp. 99-111
Keyword(s):