Sub-Simulation-Free Upper Bounds for Bermudan Derivatives
Year of publication: |
2017
|
---|---|
Authors: | Cheng, Xiang |
Other Persons: | Joshi, Mark S. (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
Extent: | 1 Online-Ressource (29 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 18, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3086959 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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