Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"least-squares Monte Carlo approach"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
American double-barrier knock-out Parisian call option
1
Derivat
1
Derivative
1
Kleinste-Quadrate-Methode
1
Least squares method
1
Lévy processes
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
least-squares Monte Carlo approach
1
state variables
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Tang, Pan
1
Zhuang, Yangyang
1
Published in...
All
The journal of futures markets
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing of American Parisian option as executive option based on the
least-squares
Monte
Carlo
approach
Zhuang, Yangyang
;
Tang, Pan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1469-1496
Persistent link: https://www.econbiz.de/10014339456
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
