On improving the least squares Monte Carlo option valuation method
| Year of publication: |
2008
|
|---|---|
| Authors: | Areal, Nelson ; Rodrigues, Artur ; Armada, Manuel |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 11.2008, 1, p. 119-151
|
| Publisher: |
Springer |
| Subject: | American options | Real options | Simulation | Quasi Monte Carlo methods |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005709815