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Article
Vol. 7, Issue 2, 2014December 31, 2013 EDT

Multivariate Monte-Carlo Simulation and Economic Valuation of Complex Financial Contracts: An Excel Based Implementation.

Timothy J Kyng, Otto Konstandatos,
cholesky decomposition.multivariate normal distributionexecutive compensationsimulationoptionsfinance
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Spreadsheets in Education
Kyng, Timothy J, and Otto Konstandatos. 2014. “Multivariate Monte-Carlo Simulation and Economic Valuation of Complex Financial Contracts: An Excel Based Implementation.” Spreadsheets in Education 7 (2).
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