Anmerkungen:
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 13, 2013 erstellt
Beschreibung:
We look at how to reproduce a nearly exact forward price in Monte-Carlo with a term structure of interest rates or a term structure of dividends, in the case of the Black-Scholes model, as well as the local volatility and stochastic volatility models