Avaliação de opções de troca e opções de spread européias e americanas [PDF]
This present paper aims at evaluating european and american exchange options and spread options. When the European options are considered, the model developed is based on Monte Carlo Simulations, taking into consideration the joint simulation of the ...
Carlos Patrício Samanez +2 more
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Gouveia AVDS +3 more
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Furlan JADS, Guirardello EB.
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