Monte Carlo bounds for game options including convertible bonds
Year of publication: |
2011
|
---|---|
Authors: | Beveridge, Christopher ; Joshi, Mark S. |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 57.2011, 5, p. 960-974
|
Subject: | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation |
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