Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities
| Year of publication: |
2002-07-01
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|---|---|
| Authors: | Ibáñez, Alfredo |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | American | Real and Swing Options | Simulation | Dynamic Programming |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 114 |
| Classification: | G0 - Financial Economics. General |
| Source: |
Persistent link: https://www.econbiz.de/10005132820