IMPORTANCE SAMPLING FOR MONTE CARLO SIMULATION TO EVALUATE COLLAR OPTIONS UNDER STOCHASTIC VOLATILITY MODEL.
| Autor: | Pengshi Li, Wei Li, Haidong Chen |
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| Zdroj: | E+M Economics & Management / E+M Ekonomie a Management; 2020, Vol. 23 Issue 2, p144-155, 12p |
| Databáze: | Supplemental Index |
| Externí odkaz: |
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