Monte Carlo methods for the valuation of multiple exercise options

Metadata Label Value
Autor(en): Meinshausen, Nicolai, Hambly, B.M.
Verlag: Seminar für Statistik, Eidgenössische Technische Hochschule (ETH)
Zitierweise:

Meinshausen, Nicolai and Hambly, B.M.. Monte Carlo methods for the valuation of multiple exercise options. Seminar für Statistik, Eidgenössische Technische Hochschule (ETH) (2002). http://dx.doi.org/10.3929/ethz-a-004448704

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Metadaten Beschreibung
Title Monte Carlo methods for the valuation of multiple exercise options
Author(s) Meinshausen, Nicolai
Hambly, B.M.
Publication Place Zürich
Publisher Seminar für Statistik, Eidgenössische Technische Hochschule (ETH)
Publication Date 2002
Series Research report / Seminar für Statistik, Eidgenössische Technische Hochschule (ETH) No. 111
Language English
DOI http://dx.doi.org/10.3929/ethz-a-004448704
Subject(s) Mathematische Statistik
Keyword(s) OPTIONEN
BOERSENWESEN
OPTIONSBEWERTUNG
MARKOV-ENTSCHEIDUNGSPROZESSE
OPERATIONS RESEARCH
Organisational Unit Seminar for Statistics
Online Publication Date 2002
Beschreibung Dateiname MIME Type Grösse
Text   eth-26036-01.pdf application/pdf 282.75KB
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E-Collection record created: Sat, 19 Apr 2008, 00:47:22 CET