NDLI: ON THE ERROR IN THE MONTE CARLO PRICING OF SOME FAMILIAR EUROPEAN PATH-DEPENDENT OPTIONS

Content Provider	Scilit
Author	Horfelt, Per
Copyright Year	2005
Description	Journal: Mathematical Finance
Ending Page	357
Starting Page	345
ISSN	2573508X
e-ISSN	14679965
DOI	10.1111/j.0960-1627.2005.00222.x
Journal	Mathematical Finance
Issue Number	2
Volume Number	15
Language	English
Publisher	Wiley-Blackwell
Publisher Date	2005-04-01
Access Restriction	Open
Subject Keyword	Journal: Mathematical Finance Cybernetical Science Option Pricing Path-dependent Options Monte Carlo Method Error Estimates
Content Type	Text
Resource Type	Article
Subject	Finance Applied Mathematics Accounting Social Sciences Economics and Econometrics

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