Monte Carlo bounds for game options including convertible bonds
Christopher Beveridge; Mark Joshi
| Year of publication: |
2011
|
|---|---|
| Authors: | Beveridge, Christopher ; Joshi, Mark S. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 57.2011, 5, p. 960-974
|
| Subject: | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Zinsstruktur | Yield curve | Wandelanleihe | Convertible bond |
| 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/10009153860