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Serkan Zeytun
Publication Activity (10 Years)
Years Active: 2013-2013
Publications (10 Years): 0
Top Topics
Black Scholes
Monte Carlo
Option Pricing
Markovian Decision
Top Venues
J. Comput. Appl. Math.
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Publications
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Ralf Korn
,
Serkan Zeytun
Efficient basket Monte Carlo option pricing via a simple analytical approximation.
J. Comput. Appl. Math.
243 (2013)