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Research on compound real option simulation pricing problem based on American-style option simulation - MaRDI portal

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Research on compound real option simulation pricing problem based on American-style option simulation (Q2859772)

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scientific article; zbMATH DE number 6230209
Language Label Description Also known as
English
Research on compound real option simulation pricing problem based on American-style option simulation
scientific article; zbMATH DE number 6230209

    Statements

    author
    Peimin Ren
    0 references
    Shuran Zhao
    0 references
    publication date
    19 November 2013
    0 references
    zbMATH Keywords
    compound real option
    0 references
    Monte Carlo simulation
    0 references
    least squares method
    0 references
    exercise period overlap
    0 references
    title
    Research on compound real option simulation pricing problem based on American-style option simulation (English)
    0 references

    Identifiers

    zbMATH DE Number
    6230209
    0 references
     
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