Regression methods in pricing American and Bermudan options using consumption processes
Denis Belomestny ; Grigori N. Milstein ; Vladimir Spokoiny
| Year of publication: |
2006
|
|---|---|
| Authors: | Belomestny, Denis ; Mil¤stejn, Grigorij N. ; Spokojnyj, Vladimir G. |
| Publisher: |
Berlin : Humboldt-Univ., SFB 649 Economic Risk |
| Subject: | Amerika | Bermudainseln | regressionsmodell | Preisbildung | Verbrauch |
| Description of contents: | Description [sfb649.wiwi.hu-berlin.de] |
| Extent: | 26 S. |
|---|---|
| Series: | Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk. - Berlin : Humboldt-Univ., SFB 649, ISSN 1860-5656. - Vol. 2006,051 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | Wirtschaftsentwicklung, Wirtschaftsstruktur: Allgemeines ; Mikroökonomie |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10004875319