ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS (Q3566765)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS |
scientific article |
Statements
ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS (English)
0 references
10 June 2010
0 references
American options
0 references
randomization
0 references
Canadian options
0 references
Laplace transforms
0 references
Gaver-Stehfest method
0 references
0 references
0 references
