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Fast Monte Carlo simulation for pricing equity-linked securities
Jang, Hanbyeol
;
Kim, Sangkwon
;
Han, Junhee
;
Lee, Seongjin
; …
- In:
Computational economics
56
(
2020
)
4
,
pp. 865-882
Persistent link: https://www.econbiz.de/10012390481
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2
A practical Monte Carlo method for pricing equity‑linked securities with time‑dependent volatility and interest rate
Kim, Sangkwon
;
Lyu, Jisang
;
Lee, Wonjin
;
Park, Eunchae
; …
- In:
Computational economics
63
(
2024
)
5
,
pp. 2069-2086
Persistent link: https://www.econbiz.de/10014550869
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