Foresight Bias and Suboptimality Correction in Monte—Carlo Pricing of Options with Early Exercise (Q3618166): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:03, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Foresight Bias and Suboptimality Correction in Monte—Carlo Pricing of Options with Early Exercise |
scientific article |
Statements
Foresight Bias and Suboptimality Correction in Monte—Carlo Pricing of Options with Early Exercise (English)
0 references
31 March 2009
0 references
