Monte Carlo Bounds for Game Options Including Convertible Bonds
Year of publication: |
2011
|
---|---|
Authors: | Beveridge, Christopher ; Joshi, Mark |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 57.2011, 5, p. 960-974
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | finance | asset pricing | games-group decisions | stochastic | probability | stochastic model applications | Monte Carlo simulation | Bermudan optionality |
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