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Utilizing Monte Carlo Simulation for Valuation: the Case of Barrier Options under Stochastic Interest Rates

Written By

Snorre Lindset

Published: 28 February 2011

DOI: 10.5772/14785

From the Edited Volume

Applications of Monte Carlo Methods in Biology, Medicine and Other Fields of Science

Edited by Charles J. Mode

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Written By

Snorre Lindset

Published: 28 February 2011