Abstract
Faithful to the theme of the book, the previous sections 11 and 12 have fo- cused on scenario-based pricing of portfolios of vanilla, barrier and American options for equity and FX Black-Scholes models.
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© 2002 Springer-Verlag Berlin Heidelberg
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Buff, R. (2002). Extensions for Monte-Carlo Pricing and Calibration. In: Uncertain Volatility Models — Theory and Application. Springer Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-56323-2_13
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DOI: https://doi.org/10.1007/978-3-642-56323-2_13
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-42657-8
Online ISBN: 978-3-642-56323-2
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