Simulation-Based Estimation of Contingent-Claims Prices.(2006). Research Collection School Of Economics
PCB Phillips, J Yu - 2006 - Citeseer
A new methodology is proposed to estimate theortical prices of financial contingent-claims whose values are dependent on some other underlying financial assets. In the literature the …
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A new methodology is proposed to estimate theortical prices of financial contingent-claims whose values are dependent on some other underlying financial assets. In the literature the …