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 110 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... 234 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 96 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... 181 views
6
Evaluating Credit Counterparty Risk of American Options via Monte Carlo Methods: A Comparison of Tilley Bundling and Longstaff-Schwartz LSM
Cortis, Dominic;
2019 frontiers in applied mathematics and statistics DOI: doi:10.3389/fams.201... 242 views

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