Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule (Q951396)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule |
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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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