Monte Carlo Pricing of American Options Using Nonparametric Regression
Year of publication: |
2002-08-19
|
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Authors: | Claudio, Pizzi ; Paolo, Pellizzari |
Institutions: | EconWPA |
Subject: | Option pricing | American options | Monte Carlo | nonparametric regression |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - pdf; prepared on OzTeX on Macintosh; to print on Laser printer; pages: 345,395,4323247 ; figures: included 345 pages |
Classification: | G - Financial Economics |
Source: |
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