Impact of bias in the estimation of American-style options by Monte Carlo simulation
Year of publication: |
2016
|
---|---|
Authors: | Anukal Chiralaksanakul |
Published in: |
Journal of modelling in management. - Bingley : Emerald Group Publishing Limited, ISSN 1746-5664, ZDB-ID 2258349-X. - Vol. 11.2016, 2, p. 644-659
|
Subject: | Simulation | Estimation | Bias approximation | Monte Carlo methods | Option valuation | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Systematischer Fehler | Bias |
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