On pricing discrete barrier options using the Monte Carlo method

XU TengFei;CAO XiaoLong;HU YunJiao

Journal of Beijing University of Chemical Technology ›› 2013, Vol. 40 ›› Issue (3) : 123-127.

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Journal of Beijing University of Chemical Technology ›› 2013, Vol. 40 ›› Issue (3) : 123-127.

管理与数理科学

On pricing discrete barrier options using the Monte Carlo method

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2013, 40(3): 123-127

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Received	Revised	Published
2012-11-19	1900-01-01	2013-05-20
Issue Date
2013-07-20

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