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About this Mathematics article
On pricing discrete barrier options using conditional expectation and importance sampling Monte Carlo by Giray Ökten; Emmanuel Salta; Ahmet Göncü is a Mathematics article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Giray Ökten; Emmanuel Salta; Ahmet Göncü
- Publisher
- Elsevier Science; Elsevier ; Pergamon Press Ltd.; Elsevier BV (ISSN 0895-7177)
- Published
- 2008
- Language
- EN
- Field
- Mathematics (Physical Sciences)
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