TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO (Q3608735): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q658636 |
||
Property / author | |||
Property / author: John G. M. Schoenmakers / rank | |||
Revision as of 10:18, 20 February 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
6 March 2009
0 references
early exercise options
0 references
Monte Carlo simulation
0 references
linear regression
0 references