Implementation of the Longstaff and Schwartz American Option Pricing Model on FPGA
β Scribed by Xiang Tian; Khaled Benkrid
- Book ID
- 113081013
- Publisher
- Springer US
- Year
- 2010
- Tongue
- English
- Weight
- 442 KB
- Volume
- 67
- Category
- Article
- ISSN
- 1939-8018
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
ecent theoretical research has developed two valuation models for pricing R options on futures contracts-a European version, and a more complex American variant. The purpose of this article is to compare the pricing behavior of the two models and develop some implications for the use of European mod
ecent theoretical research has developed two valuation models for pricing R options on foreign currency-a European version and a more complex American variant. The purpose of this article is to compare the pricing behavior of the two models. Our simulations show that the European model performs well