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- W1877880055 abstract "We introduce Monte Carlo techniques and Quasi Monte Carlo techniques for option pricing. First, we give an idea how to use simulation techniques to determine option prices, then — using the developed basic methods — we give examples how to price more complex i.e. exotic options even on more than one underlying. Finally we present a short guideline how to price exotic options with the proposed techniques." @default.
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- W1877880055 date "2002-01-01" @default.
- W1877880055 modified "2023-09-24" @default.
- W1877880055 title "Simulation based Option Pricing" @default.
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- W1877880055 doi "https://doi.org/10.1007/978-3-662-05021-7_16" @default.
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