A Monte Carlo approach for the American put under stochastic interest rates (Q1017025)
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scientific article; zbMATH DE number 5554419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Monte Carlo approach for the American put under stochastic interest rates |
scientific article; zbMATH DE number 5554419 |
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A Monte Carlo approach for the American put under stochastic interest rates (English)
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18 May 2009
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American options
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stochastic interest rates
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Monte Carlo simulation
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GJ-approach
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