Conditional expectation method for option valuation by Monte Carlo simulations

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https://hal-rbs.archives-ouvertes.fr/hal-00605032
Contributor : Sandrine Palmer <>
Submitted on : Thursday, June 30, 2011 - 1:33:35 PM
Last modification on : Friday, April 19, 2019 - 2:54:11 PM

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Jean-Pierre Chateau. Conditional expectation method for option valuation by Monte Carlo simulations. 2003. ⟨hal-00605032⟩

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