Title of article
Pricing American-style securities using simulation
Author/Authors
Mark Broadie، نويسنده , , Paul Glasserman، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
30
From page
1323
To page
1352
Keywords
Monte Carlo simulation , Path-dependent claims , American option pricing , Real options , Multiple state variables
Journal title
Journal of Economic Dynamics and Control
Serial Year
1997
Journal title
Journal of Economic Dynamics and Control
Record number
237473
Link To Document