Improved lower and upper bound algorithms for pricing American options by simulation (Q3605244)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved lower and upper bound algorithms for pricing American options by simulation |
scientific article |
Statements
Improved lower and upper bound algorithms for pricing American options by simulation (English)
0 references
23 February 2009
0 references
financial derivatives
0 references
financial economics
0 references
financial engineering
0 references
implementation of pricing derivatives
0 references
computational finance
0 references
0 references
0 references
