A Monte Carlo approach for the American put under stochastic interest rates
Year of publication: |
2007
|
---|---|
Authors: | Lindset, Snorre ; Lund, Arne-Christian |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 31.2007, 4, p. 1081-1105
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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