✦ LIBER ✦
Efficient basket Monte Carlo option pricing via a simple analytical approximation
✍ Scribed by Ralf Korn; Serkan Zeytun
- Book ID
- 119211409
- Publisher
- Elsevier Science
- Year
- 2013
- Tongue
- English
- Weight
- 395 KB
- Volume
- 243
- Category
- Article
- ISSN
- 0377-0427
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