Path-Dependent Options: Extending the Monte Carlo Simulation Approach (Q4392522): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1287/mnsc.43.11.1589 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2108201397 / rank | |||
Normal rank | |||
Latest revision as of 18:06, 19 March 2024
scientific article; zbMATH DE number 1160296
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path-Dependent Options: Extending the Monte Carlo Simulation Approach |
scientific article; zbMATH DE number 1160296 |
Statements
Path-Dependent Options: Extending the Monte Carlo Simulation Approach (English)
0 references
8 June 1998
0 references
Monte Carlo simulation
0 references
option valuation
0 references
American-style options
0 references
Asian options
0 references
