On Pricing American Put Option on a Fixed Term: A Monte Carlo Approach (Q5066681)
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scientific article; zbMATH DE number 7500173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Pricing American Put Option on a Fixed Term: A Monte Carlo Approach |
scientific article; zbMATH DE number 7500173 |
Statements
On Pricing American Put Option on a Fixed Term: A Monte Carlo Approach (English)
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29 March 2022
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mean reverting
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American option
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Monte Carlo method
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