✦ LIBER ✦

MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE-EXERCISE OPTIONS

✍ Scribed by N. Meinshausen; B. M. Hambly

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On improving the least squares Monte Car

✍ Nelson Areal; Artur Rodrigues; Manuel R. Armada 📂 Article 📅 2008 🏛 Springer US 🌐 English ⚖ 446 KB

Monte Carlo methods for pricing financia

✍ N. Bolia; S. Juneja 📂 Article 📅 2005 🏛 Indian Academy of Sciences 🌐 English ⚖ 266 KB

The error of the monte carlo method for

✍ Yu.N. Kondyurin 📂 Article 📅 1974 🏛 Elsevier Science ⚖ 297 KB

Project valuation in the pharmaceutical

✍ Bart J. A. Willigers; Thomas L. Hansen 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 317 KB

High-accuracy finite-difference methods

✍ Chawla, M. M.; Evans, D. J. 📂 Article 📅 2005 🏛 Taylor and Francis Group 🌐 English ⚖ 190 KB

Front-Tracking Finite Difference Methods

✍ K.N. Pantazopoulos; E.N. Houstis; S. Kortesis 📂 Article 📅 1998 🏛 Springer US 🌐 English ⚖ 115 KB