Monte Carlo SimulationsMethods in Pricing AmericanType Options
The aim of this paper is to present simulation methods for the pricing of American financial instruments. Three methods are presented. Each differs from the others in it's approach to the problem and the method of finding a solution. We illustrate the variety of possible approaches that can b...
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| Format: | Others |
| Language: | English |
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Högskolan i Halmstad, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)
2010
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-13988 |