Pricing Of Exotic Options By Monte Carlo Simulation (2002)英文资料.pdfVIP

The Pricing of Exotic Options by Monte-Carlo Simulations in a L´evy Market with Stochastic Volatility ∗ † Wim Schoutens and Stijn Symens October 17, 2002 ∗K.U.Leuven, Celestijnenlaan 200 B, B-3001 Leuven, Belgium. E-mail: Wim.Schoutens@wis.kuleuven.ac.be †University of Antwerp, Universiteitsplein 1, B-2610 Wilrijk, Belgium. E-mail: stijn.symens@ua.ac.be 1