On the dangers of a simplistic American option simulation valuation method
Year of publication: |
2010
|
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Authors: | Areal, Nelson ; Rodrigues, Artur |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 16.2010, 3/4, p. 373-379
|
Subject: | Optionspreistheorie | Option pricing theory | Numerisches Verfahren | Numerical analysis | Simulation | USA | United States |
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