Hartinger Jrgen

Jrgen Hartinger

Information about the author Jrgen Hartinger will soon be added to the site.
Found 2 papers in total
Simulation methods for valuing Asian option prices in a hyperbolic asset price model
2003
In this paper, we present a Quasi-Monte Carlo approach for pricing European-style...
Simulation methods for valuing Asian option prices in a hyperbolic asset price model
2003
In this paper, we present a Quasi-Monte Carlo approach for pricing European-style...
Papers per page: