Métodos de apreçamento de opções americanas e determinação da curva de gatilho através da simulação de Monte Carlo (Q4905625): Difference between revisions
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: Monte Carlo methods for security pricing / rank | |||
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| Property / cites work: Pricing American-style securities using simulation / rank | |||
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| Property / cites work: Path-Dependent Options: Extending the Monte Carlo Simulation Approach / rank | |||
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| Property / cites work: Valuing American Options by Simulation: A Simple Least-Squares Approach / rank | |||
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Revision as of 04:36, 6 July 2024
scientific article; zbMATH DE number 6137256
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Métodos de apreçamento de opções americanas e determinação da curva de gatilho através da simulação de Monte Carlo |
scientific article; zbMATH DE number 6137256 |
Statements
Métodos de apreçamento de opções americanas e determinação da curva de gatilho através da simulação de Monte Carlo (English)
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19 February 2013
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financial derivatives
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American put options
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Monte Carlo simulation
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