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
Keywords :
Malliavin Calculus , Dynamic Programming , American option , Floating-rate bond
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
