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 :
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