No label defined (Q3175728)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
18 July 2018
0 references
American option
0 references
affine jump-diffusion model
0 references
Bermudan option
0 references
Monte Carlo simulation
0 references
