Work

Efficient Monte Carlo Algorithm for Pricing Barrier Options

Year: 2008

Type: article

Source: Communications of the Korean Mathematical Society

DOI: 10.4134/ckms.2008.23.2.285

Author: Kyoung-Sook Moon

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2035005684

FWCI: 1.748

Cites: 15

Cited by: 21

Related to: 10