Regression methods in pricing American and Bermudan options using consumption processes
Year of publication: |
2006
|
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Authors: | Belomestny, Denis ; Mil¤stejn, Grigorij N. ; Spokojnyj, Vladimir G. |
Publisher: |
Berlin : Humboldt-Univ., SFB 649 Economic Risk |
Subject: | Amerika | Bermudainseln | regressionsmodell | Preisbildung | Verbrauch |
Description of contents: | Description [sfb649.wiwi.hu-berlin.de] |
Extent: | 26 S. |
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Series: | Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk. - Berlin : Humboldt-Univ., SFB 649, ISSN 1860-5656. - Vol. 2006,051 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Wirtschaftsentwicklung, Wirtschaftsstruktur: Allgemeines ; Mikroökonomie |
Source: |
-
Das Konsumklima : ein Indikatorensystem für den privaten Verbrauch
Caspers, Wolfgang F., (1995)
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Nikaidō, Hukukane, (1996)
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Konzentration, Spezialisierung, Kooperation und Kombination in der Industrie der DDR
Krömke, Claus, (1959)
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Belomestny, Denis, (2006)
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Sensitivities for Bermudan options by regression methods
Belomestny, Denis, (2007)
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Spatial aggregation of local likelihood estimates with applications to classification
Belomestny, Denis, (2006)
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