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Monte Carlo : methodologies and applications for pricing and risk management
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Monte Carlo : methodologies and applications for pricing and risk management (1998)Monte Carlo : methodologies and applicati…Efficient Monte Carlo pricing of European options¶using mean value control variates (2001)Efficient Monte Carlo pricing…The valuation of options for alternative stochastic processes (1976)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Option pricing: A simplified approach (1979)
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  • 2001Efficient Monte Carlo pricing of European options¶using mean value control variates25 cited

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