STREAMLINING MONTE CARLO SIMULATION WITH THE QUASI-ANALYTIC METHOD: ANALYSIS OF A PATH-DEPENDENT OPTION STRATEGY
| Year of publication: |
1995
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|---|---|
| Authors: | Chidambaran, N.K. ; Figlewski, Stephen |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 3.1995, 2, p. 29-52
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