Title of article
Convergence and Biases of Monte Carlo estimates of American option prices using a parametric exercise rule
Author/Authors
Diego Garc?a، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
25
From page
1855
To page
1879
Keywords
MonteCarlo simulation , Multiplestatevariable s , American Options
Journal title
Journal of Economic Dynamics and Control
Serial Year
2003
Journal title
Journal of Economic Dynamics and Control
Record number
238473
Link To Document