![Mathematical finance / Stochastic processes / Probability and statistics / Normal distribution / Barrier option / Black–Scholes / Variance reduction / Options / Statistics / Financial economics Mathematical finance / Stochastic processes / Probability and statistics / Normal distribution / Barrier option / Black–Scholes / Variance reduction / Options / Statistics / Financial economics](https://www.pdfsearch.io/img/6894d8685509016c5f9d7debbfb897c0.jpg) Date: 2013-08-05 02:14:58Mathematical finance Stochastic processes Probability and statistics Normal distribution Barrier option Black–Scholes Variance reduction Options Statistics Financial economics | | PRICING AND DELTAS OF DISCRETELY-MONITORED BARRIER OPTIONS USING STRATIFIED SAMPLING ON THE HITTING-TIMES TO THE BARRIER MARK JOSHI AND ROBERT TANG Abstract. We develop new Monte Carlo techniques based on stratifying theAdd to Reading ListSource URL: fbe.unimelb.edu.auDownload Document from Source Website File Size: 362,65 KBShare Document on Facebook
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