Sensitivities for Bermudan Options by Regression Methods
Year of publication: |
2007-08-01
|
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Authors: | Belomestny, Denis ; Milstein, Grigori ; Schoenmakers, John |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Subject: | Aktienoption | Monte-Carlo-Simulation | Exotic options |
Extent: | 483328 bytes 23 p. application/pdf |
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Series: | Diskussionspapier ; 2007-048 |
Type of publication: | Book / Working Paper |
Language: | English |
ISSN: | 1860-5664 |
Classification: | Corporate finance and investment policy. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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