Work

Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation

Year: 1997

Type: article

Source: Financial Analysts Journal

DOI: 10.2469/faj.v53.n1.2057

Authors: David R. Beaglehole, Philip H. Dybvig, Guofu Zhou

Institutions: Goldman Sachs (United States), Washington University in St. Louis

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2102784569

FWCI: 3.146

Cites: 9

Cited by: 57

Related to: 10