Monte Carlo estimation of American call options on the maximum of several stocks
Year of publication: |
1997
|
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Authors: | Raymar, Steven B. |
Other Persons: | Zwecher, Michael J. (contributor) |
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. 5.1997, 1, p. 7-23
|
Subject: | Optionspreistheorie | Option pricing theory | Aktienoption | Stock option | Simulation | Theorie | Theory |
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