2-J-3 Using Forward Monte Carlo Simulation for American Options Pricing without Backward Induction

スポンサーリンク

概要

• 論文の詳細を見る
• 2011-09-13

著者

• Miao Daniel

  Graduate Institute Of Finance National Taiwan University Of Science And Technology

• Lee Yung-hsin

  Graduate Institute Of Finance National Taiwan University Of Science And Technology

関連論文

• 2-J-8 Option Pricing with Jump-Diffusion Models Where Jumps Are Driven by an Interrupted Poisson Process
• 2-J-3 Using Forward Monte Carlo Simulation for American Options Pricing without Backward Induction

スポンサーリンク