An Efficient Second Order Discretization Using Smart Malliavin Weight and Quasi Monte Carlo Method for Option Pricing
2018 ◽
Vol 20
(11)
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pp. 1825-1837
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2009 ◽
Vol 31
(3)
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pp. 2282-2302
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Keyword(s):
Keyword(s):
2019 ◽
Vol 97
(3)
◽
pp. 638-655
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