Sensitivities for Bermudan options by regression methods
Denis Belomestny; G. N. Milstein; John Schoenmakers
| Year of publication: |
2010
|
|---|---|
| Authors: | Belomestny, Denis ; Milʹstejn, Grigorij N. ; Schoenmakers, John |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 33.2010, 2, p. 117-138
|
| Subject: | Optionspreistheorie | Option pricing theory | Suchtheorie | Search theory | Regressionsanalyse | Regression analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10008668146