A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options (Q2467599)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options |
scientific article |
Statements
A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options (English)
0 references
28 January 2008
0 references
0 references
