Using simulations to price compound options and calculate partial differentials

Authors
Siddiqi, MA
Citation
Ma. Siddiqi, Using simulations to price compound options and calculate partial differentials, ADV QUAN AN, 8, 2000, pp. 61-86
Categorie Soggetti
Current Book Contents
Journal title
ADVANCES IN QUANTITATIVE ANALYSIS OF FINANCE AND ACCOUNTING, VOL 8 → ACNP
Volume
8
Year of publication
2000
Pages
61 - 86
Database
ISI
SICI code