"General multilevel Monte Carlo methods for pricing discretely monitored ..."

Nabil Kahalé (2020)

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DOI: 10.1016/J.EJOR.2020.04.022

access: closed

type: Journal Article

metadata version: 2024-02-05

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Nabil Kahalé:
General multilevel Monte Carlo methods for pricing discretely monitored Asian options. Eur. J. Oper. Res. 287(2): 739-748 (2020)

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