Applied Quantitativ Finance Home Page  
 
16 Simulation based Option Pricing
16.1 Simulation techniques for option pricing
16.1.1 Introduction to simulation techniques
16.1.2 Pricing path independent European options on one underlying
16.1.3 Pricing path dependent European options on one underlying
16.1.4 Pricing options on multiple underlyings
16.2 Quasi Monte Carlo (QMC) techniques for option pricing
16.3 Pricing options with simulation techniques - a guideline
Bibliography

 
  electronic books