Mixing LSMC and PDE Methods to Price Bermudan Options
Year of publication: |
2020
|
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Authors: | Farahany, David |
Other Persons: | Jackson, Kenneth R. (contributor) ; Jaimungal, Sebastian (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 16, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2870962 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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