American Option Sensitivities Estimation via a Generalized IPA Approach
Year of publication: |
2019
|
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Authors: | Chen, Nan |
Other Persons: | Liu, Yanchu (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (40 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments Feb 16, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1829834 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C63 - Computational Techniques ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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