American option pricing using simulation with an application to the GARCH model
| Year of publication: |
2013
|
|---|---|
| Authors: | Stentoft, Lars |
| Published in: |
Handbook of research methods and applications in empirical finance. - Cheltenham, U.K : Edward Elgar, ISBN 978-0-85793-609-7. - 2013, p. 114-147
|
| Subject: | Simulation | Optionspreistheorie | Option pricing theory | ARCH-Modell | ARCH model | Monte-Carlo-Simulation | Monte Carlo simulation | Optionsgeschäft | Option trading | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.4337/9780857936097.00012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015544652