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

Giray Ökten, Emmanuel Salta, Ahmet Göncü. On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo. Mathematical and Computer Modelling, 47(3-4):484-494, 2008. [doi]

Authors

Giray Ökten

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Emmanuel Salta

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Ahmet Göncü

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