Pricing and hedging American-style options: a simple simulation-based approach
Year of publication: |
2010
|
---|---|
Authors: | Wang, Yang ; Caflisch, Russel |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 13.2009/10, 4, p. 95-125
|
Subject: | Optionspreistheorie | Option pricing theory | Hedging | Simulation |
-
Analysis of price risk management strategies in dairy farming using whole-farm simulations
Neyhard, James, (2013)
-
Stentoft, Lars, (2020)
-
Hedging option books using neural-sde market models
Cohen, Samuel N., (2022)
- More ...
-
Pricing and Hedging American-Style Options : A Simple Simulation-Based Approach
Wang, Yang, (2012)
-
Pricing and hedging American-style options: A simple simulation-based approach
Wang, Yang, (2010)
-
Fast Computation of Upper Bounds for American-Style Options Without Nested Simulation
Wang, Yang, (2010)
- More ...