Monte Carlo Valuation of American Options through...

Journal of Financial and Quantitative Analysis 2004 / 6 Vol. 39; Iss. 2

Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier

Ibáñez, Alfredo, Zapatero, Fernando
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Volume:
39
Language:
english
Journal:
Journal of Financial and Quantitative Analysis
DOI:
10.1017/s0022109000003069
Date:
June, 2004
File:
PDF, 210 KB
english, 2004
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