A NOTE ON PERTURBATION ANALYSIS ESTIMATORS FOR AMERICAN-STYLE OPTIONS

DOI10.1017/S0269964800143086zbMath1014.91051OpenAlexW2128156469MaRDI QIDQ2709782

Gül Gürkan, Rongwen Wu, A. Yonca Demir, Michael C. Fu

Publication date: 2000

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964800143086

zbMATH Keywords

asset priceperturbation analysis estimatoroption payoff

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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