A Hybrid Monte Carlo and Finite Difference Method for Option Pricing

Darae Jeong, Minhyun Yoo, Changwoo Yoo, Junseok Kim

Research output: Contribution to journalArticlepeer-review

12 Citations (Scopus)

Fingerprint

Dive into the research topics of 'A Hybrid Monte Carlo and Finite Difference Method for Option Pricing'. Together they form a unique fingerprint.

Business & Economics

Engineering & Materials Science