A two-step simulation procedure to analyze the exercise features of American options (Q1762863)
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scientific article; zbMATH DE number 2133621
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A two-step simulation procedure to analyze the exercise features of American options |
scientific article; zbMATH DE number 2133621 |
Statements
A two-step simulation procedure to analyze the exercise features of American options (English)
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11 February 2005
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smoothed binomial method
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stopping rule
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0.8805745
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0.8743659
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0.8742395
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0.87414205
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0.87379825
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0.87230694
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