Monte-Carlo valuation of American options : facts and new algorithms to improve existing methods
Bruno Bouchard and Xavier Warin
| Year of publication: |
2012
|
|---|---|
| Authors: | Bouchard, Bruno ; Warin, Xavier |
| Published in: |
Numerical methods in finance : Bordeaux, June 2010. - Berlin : Springer, ISBN 3-642-25745-3. - 2012, p. 215-255
|
| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Monte-Carlo-Simulation | Monte Carlo simulation | USA | United States | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009577193