A two-step simulation procedure to analyze the exercise features of American options
Antonella Basso; Martina Nardon; Paolo Pianca
| Year of publication: |
2004
|
|---|---|
| Authors: | Basso, Antonella ; Nardon, Martina ; Pianca, Paolo |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 27.2004, 1, p. 35-56
|
| Subject: | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002092506