Métodos de apreçamento de opções americanas e determinação da curva de gatilho através da simulação de Monte Carlo (Q4905625): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Monte Carlo methods for security pricing / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Pricing American-style securities using simulation / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Path-Dependent Options: Extending the Monte Carlo Simulation Approach / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Valuing American Options by Simulation: A Simple Least-Squares Approach / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2042093757 / rank | |||
Normal rank | |||
Latest revision as of 09:34, 30 July 2024
scientific article; zbMATH DE number 6137256
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Métodos de apreçamento de opções americanas e determinação da curva de gatilho através da simulação de Monte Carlo |
scientific article; zbMATH DE number 6137256 |
Statements
Métodos de apreçamento de opções americanas e determinação da curva de gatilho através da simulação de Monte Carlo (English)
0 references
19 February 2013
0 references
financial derivatives
0 references
American put options
0 references
Monte Carlo simulation
0 references
