Foresight Bias and Suboptimality Correction in Monte—Carlo Pricing of Options with Early Exercise (Q3618166)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Foresight Bias and Suboptimality Correction in Monte—Carlo Pricing of Options with Early Exercise |
scientific article |
Statements
Foresight Bias and Suboptimality Correction in Monte—Carlo Pricing of Options with Early Exercise (English)
0 references
31 March 2009
0 references