"Equity-linked security pricing and Greeks at arbitrary intermediate times ..."

Hanbyeol Jang, Jian Wang, Junseok Kim (2019)

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DOI: 10.1515/MCMA-2019-2048

access: closed

type: Journal Article

metadata version: 2020-09-28

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Hanbyeol Jang, Jian Wang, Junseok Kim:
Equity-linked security pricing and Greeks at arbitrary intermediate times using Brownian bridge. Monte Carlo Methods Appl. 25(4): 291-305 (2019)

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