Examining the efficiency of American put option pricing by Monte Carlo methods with variance reduction
George Chang
| Year of publication: |
February 2018
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|---|---|
| Authors: | Chang, George |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 10.2018, 2, p. 10-13
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| Subject: | option pricing | american put option | monte carlo simulation | variance reduction | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Varianzanalyse | Analysis of variance | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v10n2p10 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011814902