Narrow search
Showing 1 - 4 of 4
Cover Image
The sensitivity of American options to suboptimal exercise strategies
Ibáñez, Alfredo; Paraskevopoulos, Ioannis - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 6, pp. 1563-1590
Persistent link: https://www.econbiz.de/10008909153
Cover Image
Monte Carlo valuation of American options through computation of the optimal exercise frontier
Ibáñez, Alfredo; Zapatero, Fernando - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 253-275
Persistent link: https://www.econbiz.de/10002103593
Cover Image
Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier
Ibáñez, Alfredo; Zapatero, Fernando - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 2, pp. 253-276
Persistent link: https://www.econbiz.de/10006693323
Cover Image
The Sensitivity of American Options to Suboptimal Exercise Strategies
Ibáñez, Alfredo; Paraskevopoulos, Ioannis - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 6, pp. 1563-1563
Persistent link: https://www.econbiz.de/10008848152