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Option Prices with Stochastic...
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A technique for reducing discretization bias from Monte Carlo simulations : option pricing under stochastic interest rates
Lindset, Snorre
;
Lund, Arne-Christian
- In:
The European journal of finance
13
(
2007
)
5/6
,
pp. 545-564
Persistent link: https://www.econbiz.de/10003570611
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2
Pricing Parisians and barriers by hitting time simulation
Anderluh, J. H. M.
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 137-156
Persistent link: https://www.econbiz.de/10003744737
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3
Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole
;
Boyle, Phelim P.
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 169-196
Persistent link: https://www.econbiz.de/10009155447
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4
The value of switching inputs in a biodiesel production plant
Brandão, Luiz Eduardo Teixeira
;
Penedo, Gilberto Master
; …
- In:
The European journal of finance
19
(
2013
)
7/8
,
pp. 674-688
Persistent link: https://www.econbiz.de/10010244742
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5
Computational complexity analysis of least-squares Monte Carlo (LSM) for pricing US derivatives
Chen, A.-S.
;
Shen, P.-F.
- In:
Applied economics letters
10
(
2003
)
4
,
pp. 223-229
Persistent link: https://www.econbiz.de/10001748973
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6
Evaluating real estate development project with Monte Carlo based binomial options pricing model
Yeh, I.-Cheng
;
Lien, Che-Hui
- In:
Applied economics letters
27
(
2020
)
4
,
pp. 307-324
Persistent link: https://www.econbiz.de/10012205448
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