Utilizing Monte Carlo Simulation for Valuation: the Case of Barrier Options under Stochastic Interest Rates

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Utilizing Monte Carlo Simulation for Valuation: the Case of Barrier Options under Stochastic Interest Rates

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Bibliographic Details
Main Author:	Lindset, Snorre
Format:	Electronic Book Chapter
Language:	English
Published:	IntechOpen 2011
Subjects:	Physical Sciences, Engineering and Technology
Online Access:	https://www.intechopen.com/chapters/14002
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