EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: person:"Au Yeung, Jay"
Narrow search

Narrow search

Year of publication
Subject
All
Derivat 1 Derivative 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Option pricing theory 1 Optionspreistheorie 1 Simulation 1
more ... less ...
Online availability
All
Free 1
Type of publication
All
Book / Working Paper 1
Language
All
English 1
Author
All
Au Yeung, Jay 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
Path-Dependent Options Pricing : A Quasi Monte Carlo Simulation Approach with MATLAB
Au Yeung, Jay - 2010
This paper presents a tailor-made discrete-time simulation model for valuing path-dependent options, such as lookback option, barrier option and Asian option. In the context of a real-life application that is interest to many students, we illustrate the option pricing by using Quasi Monte Carlo...
Persistent link: https://www.econbiz.de/10013139321
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...