Valuation of american interest rate options by the...

Pesquisa Operacional 2011 / 12 Vol. 31; Iss. 3

Valuation of american interest rate options by the least-squares Monte Carlo method

Cescato, Claudia Dourado, Lemgruber, Eduardo Facó
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Volume:
31
Language:
english
Journal:
Pesquisa Operacional
DOI:
10.1590/S0101-74382011000300007
Date:
December, 2011
File:
PDF, 4.21 MB
english, 2011
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