14. Option Pricing with Monte Carlo Methods
Published Online: 6 DEC 2011
Copyright © 2011 John Wiley & Sons, Inc. All rights reserved.
Financial Models with Lévy Processes and Volatility Clustering
How to Cite
Rachev, S. T., Kim, Y. S., Bianchi, M. L. and Fabozzi, F. J. (2011) Option Pricing with Monte Carlo Methods, in Financial Models with Lévy Processes and Volatility Clustering, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118268070.ch14
- Published Online: 6 DEC 2011
- Published Print: 24 JAN 2011
Print ISBN: 9780470482353
Online ISBN: 9781118268070
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