Multilevel dual approach for pricing American style derivatives (Q377450): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: Wavelet and Multiscale Library / rank | |||
Normal rank | |||
Revision as of 17:39, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multilevel dual approach for pricing American style derivatives |
scientific article |
Statements
Multilevel dual approach for pricing American style derivatives (English)
0 references
6 November 2013
0 references
American option
0 references
optimal stopping
0 references
dual approach
0 references
multilevel Monte Carlo
0 references
