Enhanced Monte Carlo Estimates for American Option Prices
Year of publication: |
[2011]
|
---|---|
Authors: | Broadie, Mark |
Other Persons: | Glasserman, Paul (contributor) ; Jain, Gautam (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Notes: | In: J. OF DERIVATIVES, Fall 1997 Volltext nicht verfügbar |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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