Monte Carlo bounds for game options including convertible bonds (Q3019540)
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scientific article; zbMATH DE number 5933746
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Monte Carlo bounds for game options including convertible bonds |
scientific article; zbMATH DE number 5933746 |
Statements
Monte Carlo Bounds for Game Options Including Convertible Bonds (English)
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28 July 2011
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finance
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asset pricing
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games-group decisions
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stochastic
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probability
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stochastic model applications
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Monte Carlo simulation
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Bermudan optionality
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0.7696657776832581
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0.7523876428604126
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0.7456478476524353
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0.7440159916877747
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0.7394106984138489
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