![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Author: Suh Sangwon
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.9, Iss.6, 2009-09, pp. : 705-715
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Monte Carlo methods for pricing discrete Parisian options
By Bernard Carole Boyle Phelim
The European Journal of Finance, Vol. 17, Iss. 3, 2011-03 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Pricing Bermudan options using low-discrepancy mesh methods
Quantitative Finance, Vol. 13, Iss. 6, 2013-06 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Pricing equity options everywhere
By Dyrting S.
Quantitative Finance, Vol. 4, Iss. 6, 2004-12 ,pp. :