Pricing American-style securities using simulation (Q1391436): Difference between revisions

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+CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup>
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+Monte Carlo methods for security pricing
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+Valuation of the early-exercise price for options using simulations and nonparametric regression
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+Option pricing: A simplified approach
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+Insights on the Effect of Land Use Choice: The Perpetual Option on the Best of Two Underlying Assets
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+Q4039795
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+LIBOR and swap market models and measures
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+Quasi-Monte Carlo Methods in Numerical Finance
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+Multinomial Approximating Models for Options with k State Variables
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+Investment and the Valuation of Firms When There is an Option to Shut Down
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+Q4856469
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+Monte Carlo Variance of Scrambled Net Quadrature
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+Algorithm AS 195: Multivariate Normal Probabilities with Error Bound
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+Constructing Optimal Samples from a Binomial Lattice
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