Pricing American-style securities using simulation (Q1391436)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American-style securities using simulation |
scientific article |
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Pricing American-style securities using simulation (English)
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22 July 1998
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Monte Carlo simulation
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American option pricing
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path-dependent claims
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multiple state variables
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real options
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