Utilizing Monte Carlo Simulation for Valuation: the Case of Barrier Options under Stochastic Interest Rates
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| Main Author: | |
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| Format: | Electronic Book Chapter |
| Language: | English |
| Published: |
IntechOpen
2011
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| Subjects: | |
| Online Access: | https://www.intechopen.com/chapters/14002 |
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| _version_ | 1839561630241783808 |
|---|---|
| author | Lindset, Snorre |
| author_facet | Lindset, Snorre |
| author_sort | Lindset, Snorre |
| collection | InTech Open eBooks |
| description | None |
| doi_str_mv | 10.5772/14785 |
| first_indexed | 2025-08-04T21:24:40Z |
| format | Electronic Book Chapter |
| fullrecord | <oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd"><identifier>InTech-14002</identifier><datestamp>2011-02-28</datestamp>
<dc:title>Utilizing Monte Carlo Simulation for Valuation: the Case of Barrier Options under Stochastic Interest Rates</dc:title>
<dc:creator>Snorre Lindset</dc:creator>
<dc:subject>Physical Sciences, Engineering and Technology</dc:subject>
<dc:description>None</dc:description>
<dc:publisher>IntechOpen</dc:publisher>
<dc:date>2011-02-28</dc:date>
<dc:type>Chapter, Part Of Book</dc:type>
<dc:identifier>https://www.intechopen.com/chapters/14002</dc:identifier>
<dc:identifier>doi:10.5772/14785</dc:identifier>
<dc:language>en</dc:language>
<dc:relation>ISBN:978-953-307-427-6</dc:relation>
<dc:rights>https://creativecommons.org/licenses/by-nc-sa/3.0/</dc:rights>
<dc:source>https://www.intechopen.com/books/105 ; Applications of Monte Carlo Methods in Biology, Medicine and Other Fields of Science</dc:source>
</oai_dc:dc> |
| id | InTech-14002 |
| institution | Matheson Library |
| isbn | 978-953-307-427-6 |
| language | English |
| last_indexed | 2025-08-04T21:24:40Z |
| publishDate | 2011 |
| publisher | IntechOpen |
| record_format | intech |
| spelling | InTech-140022011-02-28 Utilizing Monte Carlo Simulation for Valuation: the Case of Barrier Options under Stochastic Interest Rates Snorre Lindset Physical Sciences, Engineering and Technology None IntechOpen 2011-02-28 Chapter, Part Of Book https://www.intechopen.com/chapters/14002 doi:10.5772/14785 en ISBN:978-953-307-427-6 https://creativecommons.org/licenses/by-nc-sa/3.0/ https://www.intechopen.com/books/105 ; Applications of Monte Carlo Methods in Biology, Medicine and Other Fields of Science |
| spellingShingle | Physical Sciences, Engineering and Technology Lindset, Snorre Utilizing Monte Carlo Simulation for Valuation: the Case of Barrier Options under Stochastic Interest Rates |
| title | Utilizing Monte Carlo Simulation for Valuation: the Case of Barrier Options under Stochastic Interest Rates |
| title_full | Utilizing Monte Carlo Simulation for Valuation: the Case of Barrier Options under Stochastic Interest Rates |
| title_fullStr | Utilizing Monte Carlo Simulation for Valuation: the Case of Barrier Options under Stochastic Interest Rates |
| title_full_unstemmed | Utilizing Monte Carlo Simulation for Valuation: the Case of Barrier Options under Stochastic Interest Rates |
| title_short | Utilizing Monte Carlo Simulation for Valuation: the Case of Barrier Options under Stochastic Interest Rates |
| title_sort | utilizing monte carlo simulation for valuation the case of barrier options under stochastic interest rates |
| topic | Physical Sciences, Engineering and Technology |
| url | https://www.intechopen.com/chapters/14002 |
| work_keys_str_mv | AT lindsetsnorre utilizingmontecarlosimulationforvaluationthecaseofbarrieroptionsunderstochasticinterestrates |