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~institution:"Centre for Analytical Finance <Århus>"
~institution:"École des Hautes Études Commerciales <Lausanne>"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
~type_genre:"Glossary included"
~type_genre:"Graue Literatur"
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Option Prices with Stochastic...
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Monte Carlo simulation
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Centre for Analytical Finance <Århus>
École des Hautes Études Commerciales <Lausanne>
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Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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2
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
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3
Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
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4
Les stratégies d'options
Bailly-Masson, Claude
-
2001
Persistent link: https://www.econbiz.de/10001683385
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