Keyword Connections

american options

Journals

0

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Bibliographies

7

1 Joshi’s Split Tree for Option Pricing

2 Evaluating Credit Counterparty Risk of American Options via Monte Carlo Methods: A Comparison of Tilley Bundling and Longstaff-Schwartz LSM

3 Joshi’s Split Tree for Option Pricing

4 valuation of american interest rate options by the least-squares monte carlo method

5 A HODIE finite difference scheme for pricing American options

6 Pricing and Exercising American Options: an Asymptotic Expansion Approach

7 Evaluating Credit Counterparty Risk of American Options via Monte Carlo Methods: A Comparison of Tilley Bundling and Longstaff-Schwartz LSM