Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation
- 2 January 1997
- journal article
- Published by Taylor & Francis in CFA Magazine
- Vol. 53 (1) , 62-68
- https://doi.org/10.2469/faj.v53.n1.2057
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
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- Estimating Variance From High, Low and Closing PricesThe Annals of Applied Probability, 1991
- Brownian Motion and Stochastic CalculusPublished by Springer Nature ,1988
- On Contingent Claims that Insure Ex‐post Optimal Stock Market TimingThe Journal of Finance, 1979