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

From MaRDI portal
ReferenceBot (talk | contribs)
Changed an Item
Import241208061232 (talk | contribs)
Normalize DOI.
 
Property / DOI
 
Property / DOI: 10.1111/j.1467-9965.2008.00357.x / rank
Normal rank
 
Property / DOI
 
Property / DOI: 10.1111/J.1467-9965.2008.00357.X / rank
 
Normal rank

Latest revision as of 12:58, 21 December 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