مرکز منطقه ای اطلاع رساني علوم و فناوري - Convergence and Biases of Monte Carlo estimates of American option prices using a parametric exercise rule

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 :

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 :