A two-step simulation procedure to analyze the exercise features of American options (Q1762863)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A two-step simulation procedure to analyze the exercise features of American options |
scientific article |
Statements
A two-step simulation procedure to analyze the exercise features of American options (English)
0 references
11 February 2005
0 references
smoothed binomial method
0 references
stopping rule
0 references
0 references