scholarly journals Monte Carlo Simulation of the CGMY Process and Option Pricing

2014 ◽  
Vol 34 (12) ◽  
pp. 1095-1121 ◽  
Author(s):  
Laura Ballotta ◽  
Ioannis Kyriakou
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Option Pricing

Comonotonic Monte Carlo Simulation and Its Applications in Option Pricing and Quantification of Risk

2016 ◽  
Vol 24 (1) ◽  
pp. 18-28
Author(s):  
Alain Chateauneuf ◽  
Mina Mostoufi ◽  
David Vyncke
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Option Pricing

OPTION PRICING USING MONTE CARLO SIMULATION

2013 ◽  
Vol 2 (4) ◽  
pp. 65-79
Author(s):  
Raimonda Martinkutė-Kaulienė ◽  
Jelena Stankevičienė ◽  
Santautė Žinytė
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Option Pricing
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