Pricing Israeli options: a pathwise approach (Q3429336)
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scientific article; zbMATH DE number 5139342
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing Israeli options: a pathwise approach |
scientific article; zbMATH DE number 5139342 |
Statements
Pricing Israeli options: a pathwise approach (English)
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30 March 2007
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Israeli options
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convertible bonds
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Dynkin games
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hedging strategies
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Monte Carlo simulation
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0.8755841851234436
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0.8668343424797058
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0.7927727699279785
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0.7925946116447449
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