On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo

✍ Scribed by Giray Ökten; Emmanuel Salta; Ahmet Göncü

• Publisher: Elsevier Science
• Year: 2008
• Tongue: English
• Weight: 360 KB
• Volume: 47
• Category: Article
• ISSN: 0895-7177
• DOI: 10.1016/j.mcm.2007.05.001