Implementation of the modified Monte Carlo simulation for evaluate the barrier option prices

K Nouri, B Abbasi - Journal of Taibah University for Science, 2017 - Taylor & Francis
In this paper, we apply an improved version of Monte Carlo methods to pricing barrier
options. This kind of options may match with risk hedging needs more closely than standard …

[PDF][PDF] Implementation of the modified Monte Carlo simulation for evaluate the barrier option prices

K Nouri, B Abbasi - 2015 - core.ac.uk
In this paper, we apply an improved version of Monte Carlo methods to pricing barrier
options. This kind of options may match with risk hedging needs more closely than standard …

[HTML][HTML] Implementation of the modified Monte Carlo simulation for evaluate the barrier option prices

K Nouri, B Abbasi - Journal of Taibah University for Science, 2017 - Elsevier
In this paper, we apply an improved version of Monte Carlo methods to pricing barrier
options. This kind of options may match with risk hedging needs more closely than standard …

[PDF][PDF] Implementation of the modified Monte Carlo simulation for evaluate the barrier option prices

K Nouri, B Abbasi - 2015 - scholar.archive.org
In this paper, we apply an improved version of Monte Carlo methods to pricing barrier
options. This kind of options may match with risk hedging needs more closely than standard …

Implementation of the modified Monte Carlo simulation for evaluate the barrier option prices

K Nouri, B Abbasi - Journal of Taibah University for Science, 2017 - infona.pl
In this paper, we apply an improved version of Monte Carlo methods to pricing barrier
options. This kind of options may match with risk hedging needs more closely than standard …

[PDF][PDF] Implementation of the modified Monte Carlo simulation for evaluate the barrier option prices

K Nouri, B Abbasi - Journal of Taibah University for Science, 2017 - academia.edu
In this paper, we apply an improved version of Monte Carlo methods to pricing barrier
options. This kind of options may match with risk hedging needs more closely than standard …

[引用][C] Implementation of the modified Monte Carlo simulation for evaluate the barrier option prices

K Nouri, B Abbasi - Journal of Taibah University for Science, 2017 - ui.adsabs.harvard.edu
Implementation of the modified Monte Carlo simulation for evaluate the barrier option prices -
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[引用][C] Implementation of the modified Monte Carlo simulation for evaluate the barrier option prices

K Nouri, B Abbasi - 2017