TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO (Q3608735): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 12:01, 5 March 2024

scientific article
Language Label Description Also known as
English
TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO
scientific article

    Statements

    TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO (English)
    0 references
    0 references
    0 references
    6 March 2009
    0 references
    early exercise options
    0 references
    Monte Carlo simulation
    0 references
    linear regression
    0 references

    Identifiers