output
20172025
most citedInterbank Credit and the Money Manufacturing Process. A Systemic Perspective on Financial Stability

19 citations

researchers with a paper here
collaborating institutions
Showing q-fin.CPShow all

1 paper · 1 filter

q-fin.CP2018★ 15 cited

General multilevel Monte Carlo methods for pricing discretely monitored Asian options

Nabil Kahale

We describe general multilevel Monte Carlo methods that estimate the price of an Asian option monitored at fixed dates. Our approach yields unbiased estimators with standard de…