Enhancing the accuracy of pricing American and Bermudan options
Peter W. Duck; David P. Newton; Martin Widdicks and Yan Leung
| Year of publication: |
2005
|
|---|---|
| Authors: | Duck, Peter W. ; Newton, David P. ; Widdicks, Martin ; Leung, Yan |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 12.2004, 4, p. 34-44
|
| Subject: | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Regressionsanalyse | Regression analysis |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003010747