Forest of stochastic meshes : a new method for valuing high-dimensional swing options
T. J. Marshall; R. Mark Reesor
| Year of publication: |
2011
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|---|---|
| Authors: | Marshall, T. J. ; Reesor, R. Mark |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 39.2011, 1, p. 17-21
|
| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Forstwirtschaft | Forestry | Optionsgeschäft | Option trading |
| 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/10008856904