Efficient Simulations of Option Pricing and Greeks Under Three-Factor Model by Conditional Monte Carlo Method
Shanshan CHEN, Chenglong XU, Zhaokui SHI
系统科学与信息学报(英文) ›› 2023, Vol. 11 ›› Issue (3) : 314-331.
Efficient Simulations of Option Pricing and Greeks Under Three-Factor Model by Conditional Monte Carlo Method
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