Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation
| Year of publication: |
1997
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|---|---|
| Authors: | Beaglehole, David R. ; Dybvig, Philip H. ; Zhou, Guofu |
| Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 53.1997, 1, p. 62-68
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