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Martin Predota
Information about the author Martin Predota will soon be added to the site.
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2 papers
in total
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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...
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