Title of article
Pricing of path-dependent American options by Monte Carlo simulation
Author/Authors
Hajime Fujiwara، نويسنده , , Masaaki Kijima، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
25
From page
3478
To page
3502
Keywords
Malliavin Calculus , Dynamic Programming , American option , Floating-rate bond
Journal title
Journal of Economic Dynamics and Control
Serial Year
2007
Journal title
Journal of Economic Dynamics and Control
Record number
239117
Link To Document