Implementation of the modified Monte Carlo simulation for evaluate the barrier option prices-Reference-Cited by-同舟云学术

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

Published:2017-03 Issue:2 Volume:11 Page:233-240
ISSN:1658-3655
Container-title:Journal of Taibah University for Science
language:en
Short-container-title:Journal of Taibah University for Science

Author:

Nouri Kazem¹,Abbasi Behzad¹

Affiliation:

1. Department of Mathematics, Faculty of Mathematics, Statistics and Computer Sciences, Semnan UniversityP.O. Box 35195-363SemnanIran

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1016/j.jtusci.2015.02.010

Reference24 articles.

1. L.JiangMathematical Modeling and Methods of Option Pricing2003World ScientificSingapore

2. J.N.DordainN.SinghMultiple Barrier Options Pricing1998Université Paris-Dauphine

3. C.N.de PontePricing Barrier Options with Numerical Methods, Dissertation submitted in partial fulfilment of the requirements for the degree Master of Science in Applied Mathematics at the Potchefstroom campus of the North-West University2013

4. The Pricing of Options and Corporate Liabilities

5. Theory of Rational Option Pricing

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