Pricing American options with jump-diffusion by Monte Carlo simulation
| Year of publication: |
2009-05-19
|
|---|---|
| Authors: | Fouse, Bradley Warren |
| Publisher: |
Kansas State University |
| Subject: | Monte Carlo simulation | Copula | Jump-diffusion | American option | Stochastic sampling | Business Administration | Engineering | Industrial | Operations Research |
| Type of publication: | Book / Working Paper |
|---|---|
| Type of publication (narrower categories): | Thesis |
| Language: | English |
| Source: | BASE |
Persistent link: https://www.econbiz.de/10009464063