DOI: 10.4213/tvp5661

Paper Summary:

Title: Метод Монте-Карло для вычисления цен опционов типа lookback в моделях Леви|Monte Carlo method for pricing lookback options in Lévy models

Author(s): Kudryavtsev, O E (author);Grechko, Alexander Sergeevich (author);Mamedov, Ignat Emilievich (author)

Year: 2024

DOI: 10.4213/tvp5661

URL: https://doi.org/10.4213/tvp5661

Download Paper from Sci-Hub:

Generate Citation

✍: FYIcenter.com

2024-05-05, ∼1019👍, 0💬