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Journal Articles Monte Carlo Methods and Applications Year : 2010

Erratum : Exact retrospective Monte Carlo computation of arithmetic average Asian options

Abstract

Erratum for the article "Exact retrospective Monte Carlo computation of arithmetic average Asian options" which appeared in Monte Carlo Methods Appl. 13 (2007), 135-171.

Dates and versions

hal-00624324 , version 1 (16-09-2011)

Identifiers

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Benjamin Jourdain, Mohamed Sbai. Erratum : Exact retrospective Monte Carlo computation of arithmetic average Asian options. Monte Carlo Methods and Applications, 2010, 16 (2), pp.191-193. ⟨10.1515/MCMA.2010.005⟩. ⟨hal-00624324⟩
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