Pricing the exotic: path-dependent american options with stochastic barriers
by: Alejandro Rojas-Bernal, Mauricio Villamizar-Villegas
| Year of publication: |
[2021]
|
|---|---|
| Authors: | Rojas-Bernal, Alejandro ; Villamizar, Mauricio ; Garriga, Carlos |
| Publisher: |
Bogotá, Colombia : Banco de la Republica Colombia |
| Subject: | option pricing | exotic currency options | ratchet options | Asian options | American options | Barrier options | Weighted Time Value methodology | Least Squares Monte Carlo | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model | Devisenoption | Currency option |
freely available
| Extent: | 1 Online-Ressource (circa 44 Seiten) Illustrationen |
|---|---|
| Series: | Borradores de economía. - Bogotá, ZDB-ID 2729161-3. - Vol. no. 1156 (2021) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012804267