Valuation of path-dependent American options using a Monte Carlo approach (Q6503686)

From MaRDI portal
Revision as of 14:31, 21 November 2024 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 900397622
Language Label Description Also known as
English
Valuation of path-dependent American options using a Monte Carlo approach
scientific article; zbMATH DE number 900397622

    Statements

    title
    Valuation of path-dependent American options using a Monte Carlo approach (English)
    0 references
    author
    Heinz Sorge
    0 references
    publication date
    1 January 1 CEGregorian
    0 references

    Identifiers

     
      Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6503686&oldid=37915435"
      Powered by MediaWiki