Revisit of stochastic mesh method for pricing American options (Q1043249)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Revisit of stochastic mesh method for pricing American options |
scientific article; zbMATH DE number 5643629
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Revisit of stochastic mesh method for pricing American options |
scientific article; zbMATH DE number 5643629 |
Statements
Revisit of stochastic mesh method for pricing American options (English)
0 references
7 December 2009
0 references
pricing American option
0 references
stochastic mesh method
0 references
Monte Carlo simulation
0 references
0 references
