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~subject:"Monte Carlo simulation"
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Option Prices with Stochastic...
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Option pricing theory
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Applied economics letters
The journal of computational finance
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International journal of theoretical and applied finance
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European journal of operational research : EJOR
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Asia-Pacific financial markets
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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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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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