Research on compound real option simulation pricing problem based on American-style option simulation (Q2859772)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6230209
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Research on compound real option simulation pricing problem based on American-style option simulation |
scientific article; zbMATH DE number 6230209 |
Statements
19 November 2013
0 references
compound real option
0 references
Monte Carlo simulation
0 references
least squares method
0 references
exercise period overlap
0 references
Research on compound real option simulation pricing problem based on American-style option simulation (English)
0 references
0.7662021517753601
0 references
0.765825629234314
0 references
0.7571589946746826
0 references
0.7452121376991272
0 references
0.7417903542518616
0 references
