Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule (Q951396)
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scientific article; zbMATH DE number 5356645
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| English | Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule |
scientific article; zbMATH DE number 5356645 |
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Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule (English)
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24 October 2008
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Monte Carlo simulation
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American options
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multiple state variables
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0.8198481798171997
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0.8139577507972717
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0.8138524889945984
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