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• Brownian Bridge Algorithm

  Author(s):

  Tim Xiao (see profile)

  Date:

  2022

  Group(s):

  Business Management

  Subject(s):

  Derivative securities, Monte Carlo method

  Item Type:

  Essay

  Tag(s):

  brwonian bridge, monte carlo, barrier option

  Search term matches:

  Tag

  ... barrier option ...

  Full Text

  ... and barrier characterizations can terminate a trade earlier. Barrier options are very useful tools ...

  
  

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