离散障碍期权定价的蒙特卡罗模拟

离散障碍期权定价的蒙特卡罗模拟

徐腾飞;曹小龙;胡云姣*

On pricing discrete barrier options using the Monte Carlo method

XU TengFei;CAO XiaoLong;HU YunJiao

. 2013, (3): 123 -127 .