Revisit of stochastic mesh method for pricing American options (Q1043249): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Revisit of stochastic mesh method for pricing American options |
scientific article |
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Revisit of stochastic mesh method for pricing American options (English)
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7 December 2009
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pricing American option
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stochastic mesh method
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Monte Carlo simulation
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