𝔖 Bobbio Scriptorium
✦   LIBER   ✦

An efficient method for option pricing with discrete dividend payment

✍ Scribed by Cristina Ballester; Rafael Company; Lucas Jódar


Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
520 KB
Volume
56
Category
Article
ISSN
0898-1221

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Split-simulation—An efficient method for
✍ Leif Gustafsson 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 491 KB

Split-simulation is a technique to perform simulations of models with discrete choices. This technique is based on "intelligent" objects which penetrate and investigate the alternatives of the model. The advantages are better precision, reduced variance and much shorter execu= tion times than are ne