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Monte Carlo Simulation in the Pricing of Derivatives

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Author Info
Cara Marshall (Fordham University, Department of Economics)

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File URL: http://www.fordham.edu/images/academics/graduate_schools/gsas/economics/dp2008_08_marshall.pdf
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Paper provided by Fordham University, Department of Economics in its series Fordham Economics Discussion Paper Series with number dp2008-08.

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Date of creation: 2008
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Handle: RePEc:frd:wpaper:dp2008-08

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Web page: http://www.fordham.edu/economics/
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  1. Cox, John C. & Ross, Stephen A. & Rubinstein, Mark, 1979. "Option pricing: A simplified approach," Journal of Financial Economics, Elsevier, vol. 7(3), pages 229-263, September. [Downloadable!] (restricted)
  2. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June. [Downloadable!] (restricted)
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This page was last updated on 2009-11-12.

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