FHS-GARCH-LSM: a new method for pricing American options (Q2860089)
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scientific article; zbMATH DE number 6230463
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | FHS-GARCH-LSM: a new method for pricing American options |
scientific article; zbMATH DE number 6230463 |
Statements
19 November 2013
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FHS-GARCH
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LSM
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FHS-GARCH-LSM
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American options
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options pricing
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FHS-GARCH-LSM: a new method for pricing American options (English)
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0.7881194353103638
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0.7808530926704407
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0.7798137664794922
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0.7694874405860901
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0.7662385702133179
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