Author:
Dang Duy-Minh,Jackson Kenneth R.,Mohammadi Mohammadreza
Subject
Applied Mathematics,Finance
Reference41 articles.
1. Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates
2. Ang, X. X. 2013. “A Mixed PDE/Monte Carlo Approach as an Efficient Way to Price Under High-Dimensional Systems.” Master’s thesis, University of Oxford.
3. Options: A Monte Carlo approach
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