Valuation of Standard Call Options Using the Euler–Maruyama Method with Strong Approximation
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DOI: 10.1007/s10614-022-10258-2
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More about this item
Keywords
Black–Scholes formula; European call option; Numerical simulation; Euler–Maruyama method;
All these keywords.JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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