A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options (Q2467599): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:53, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options |
scientific article |
Statements
A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options (English)
0 references
28 January 2008
0 references
