american options

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1
Joshi’s Split Tree for Option Pricing
Guillaume Leduc;Merima Nurkanovic Hot;Leduc, Guillaume;Nurkanovic Hot, Merima;
2020 risks DOI: 10.3390/risks8030081 107 views
2
Evaluating Credit Counterparty Risk of American Options via Monte Carlo Methods: A Comparison of Tilley Bundling and Longstaff-Schwartz LSM
Dominic Cortis;Dominic Cortis;
2019 frontiers in applied mathematics and statistics DOI: 10.3389/fams.2019.00... 227 views
3
Joshi’s Split Tree for Option Pricing
Guillaume LeDuc,Merima Nurkanovic Hot;Guillaume LeDuc;Merima Nurkanovic Hot;
2020 risks DOI: 10.3390/risks8030081 95 views
4
valuation of american interest rate options by the least-squares monte carlo method
;Claudia Dourado Cescato;Eduardo Facó Lemgruber
2011 t\"urk ya\csam bilimleri dergisi DOI: 10.1590/S0101-743820... 177 views

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binomial option pricing error analysis for non-self-similar binomial trees black–scholes monte carlo methods credit counterparty risk potential future exposure expected potential exposure