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Evaluating real estate development project with Monte Carlo based binomial options pricing model
Yeh, I.-Cheng; Lien, Che-Hui - In: Applied economics letters 27 (2020) 4, pp. 307-324
Persistent link: https://www.econbiz.de/10012205448
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Efficient control variates for Monte-Carlo valuation of American options
Søndergaard Rasmussen, Nicki - 2002
Persistent link: https://www.econbiz.de/10001721470
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Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki - 2002
Persistent link: https://www.econbiz.de/10001721476
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On the suboptimality of single-factor exercise strategies for Bermudan swaptions
Svenstrup, Mikkel - 2002
Persistent link: https://www.econbiz.de/10001746717
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Computational complexity analysis of least-squares Monte Carlo (LSM) for pricing US derivatives
Chen, A.-S.; Shen, P.-F. - In: Applied economics letters 10 (2003) 4, pp. 223-229
Persistent link: https://www.econbiz.de/10001748973