Conditional Analytic Monte-Carlo Pricing Scheme for Auto-Callables
27. 04 08 - 23:43 - Category:Mathematics
(English Text) | Research
(English Text)
We renamed the paper cited in the Journal of
Computational Finance 11(3) as "A semi-analytic
Monte Carlo pricing scheme for auto-callable
products". Its new title is "Conditional Analytic Monte Carlo
Pricing Scheme for Auto-Callable
Products".