A STATE‐SPACE PARTITIONING METHOD FOR PRICING HIGH‐DIMENSIONAL AMERICAN‐STYLE OPTIONS (Q5427663)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A STATE‐SPACE PARTITIONING METHOD FOR PRICING HIGH‐DIMENSIONAL AMERICAN‐STYLE OPTIONS |
scientific article; zbMATH DE number 5213439
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A STATE‐SPACE PARTITIONING METHOD FOR PRICING HIGH‐DIMENSIONAL AMERICAN‐STYLE OPTIONS |
scientific article; zbMATH DE number 5213439 |
Statements
A STATE‐SPACE PARTITIONING METHOD FOR PRICING HIGH‐DIMENSIONAL AMERICAN‐STYLE OPTIONS (English)
0 references
21 November 2007
0 references
American-style option
0 references
Monte Carlo simulation
0 references
quasi-Monte Carlo sequence
0 references
state space partitioning
0 references
0 references
