Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier
| Year of publication: |
2004
|
|---|---|
| Authors: | Ibáñez, Alfredo ; Zapatero, Fernando |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 39.2004, 2, p. 253-276
|