Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing
Daniel Z. Zanger
| Year of publication: |
2013
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|---|---|
| Authors: | Zanger, Daniel Z. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 17.2013, 3, p. 503-534
|
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory | Kleinste-Quadrate-Methode | Least squares method | Algorithmus | Algorithm | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009756026