TY  - CHAP
AU  - Snorre Lindset
ED  - Charles J. Mode
Y1  - 2011-02-28
PY  - 2011
T1  - Utilizing Monte Carlo Simulation for Valuation: the Case of Barrier Options under Stochastic Interest Rates
N2  - This volume is an eclectic mix of applications of Monte Carlo methods in many fields of research should not be surprising, because of the ubiquitous use of these methods in many fields of human endeavor. In an attempt to focus attention on a manageable set of applications, the main thrust of this book is to emphasize applications of Monte Carlo simulation methods in biology and medicine.
BT  - Applications of Monte Carlo Methods in Biology, Medicine and Other Fields of Science
SP  - Ch. 21
UR  - https://doi.org/10.5772/14785
DO  - 10.5772/14785
SN  - 
PB  - IntechOpen
CY  - Rijeka
Y2  - 2024-04-26
ER  -