Monte-Carlo valuation of American options : facts and new algorithms to improve existing methods
Year of publication: |
2012
|
---|---|
Authors: | Bouchard, Bruno ; Warin, Xavier |
Published in: |
Numerical methods in finance : Bordeaux, June 2010. - Berlin : Springer, ISBN 3-642-25745-3. - 2012, p. 215-255
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Monte-Carlo-Simulation | Monte Carlo simulation | USA | United States | Theorie | Theory |
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