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About:
Monte Carlo methods for option pricing
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Model in mathematical finance
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dbo:
description
model in mathematical finance
(en)
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http://25yearsofprogramming.com/blog/20070412c-montecarlostockprices.htm
http://finance-old.bi.no/~bernt/gcc_prog/recipes/recipes/node12.html
http://spears.okstate.edu/home/tlk/legacy/fin5883/notes6_s05.doc
http://www.global-derivatives.com/maths/k-o.php
http://www.quantnotes.com/publications/papers/Fink-montecarlo.pdf
http://www.riskglossary.com/link/monte_carlo_method.htm
http://www.columbia.edu/~mnb2/broadie/Assets/bg_ms_1996.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary%3Fdoi=10.1.1.194.9001
http://repositories.cdlib.org/anderson/fin/1-01/
http://ideas.repec.org/a/eee/jfinec/v4y1977i3p323-338.html
http://www.smartquant.com/references/MonteCarlo/mc6.pdf
http://www.bus.lsu.edu/academics/finance/faculty/dchance/Instructional/TN96-03.pdf
http://spears.okstate.edu/home/tlk/legacy/fin5883/notes7_s05.doc
https://archive.org/details/springer_10.1007-978-1-4757-4145-2%7C
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