Pricing High-Dimensional American Options Using the Stochastic Grid Method
Year of publication: |
2012
|
---|---|
Authors: | Jain, Shashi |
Other Persons: | Oosterlee, Cornelis W. (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 18, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1723712 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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