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16 Simulation based Option Pricing
16.1 Simulation techniques for option pricing
16.2 Quasi Monte Carlo (QMC) techniques for option pricing
16.3 Pricing options with simulation techniques - a guideline
16.3.1 Construction of the payoff function
16.3.2 Integration of the payoff function in the simulation framework
16.3.3 Restrictions for the payoff functions
Bibliography

 
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