Jay Au Yeung

The Chinese University of Hong Kong (CUHK)

Shatin, N.T.

Hong Kong

Hong Kong

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Path-Dependent Options Pricing: A Quasi Monte Carlo Simulation Approach with MATLAB

Number of pages: 11 Posted: 15 Aug 2010 Last Revised: 18 Oct 2010
Jay Au Yeung
The Chinese University of Hong Kong (CUHK)
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Abstract:

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Finance, Mathematics, Derivative, Options Pricing, Quasi Monte Carlo, Simulation, MATLAB, Asian, Lookback, Barrier