American option valuation methods
Year of publication: |
May 2018
|
---|---|
Authors: | Zhao, Jinsha |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 10.2018, 5, p. 1-13
|
Subject: | American options | numerical methods | binomial tree | simulation method | least square regression method | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Kleinste-Quadrate-Methode | Least squares method | Regressionsanalyse | Regression analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation | Numerisches Verfahren | Numerical analysis |
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