Assessing the least squares Monte-Carlo approach to American option valuation (Q704011): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1023/b:redr.0000031176.24759.e6 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2020207464 / rank | |||
Normal rank | |||
Revision as of 11:04, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessing the least squares Monte-Carlo approach to American option valuation |
scientific article |
Statements
Assessing the least squares Monte-Carlo approach to American option valuation (English)
0 references
12 January 2005
0 references
American options
0 references
Monte Carlo simulation
0 references
least squares Monte Carlo
0 references
multiple underlying assets
0 references
