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~institution:"Society for Computational Economics - SCE"
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Society for Computational Economics - SCE
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Pricing a Path-dependent American Option by Monte Carlo Simulation
Kijima, Masaaki
;
Fujiwara, Hajime
-
Society for Computational Economics - SCE
-
2004
Calculus
, which in turn enables us to evaluate the price by Monte Carlo simulation. Some numerical examples are given to …
Persistent link: https://www.econbiz.de/10005706518
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Hedging using simulation: a least squares approach
Tebaldi, Claudio
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Society for Computational Economics - SCE
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2002
Persistent link: https://www.econbiz.de/10005132802
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