منابع مشابه
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In this note, we correct an error in the paper by Fu and Hu (1995) for the perturbation analysis estimator given for the gradient of an American call option payoff on an underlying asset paying multiple dividends. We then introduce a different asset price model that is more straightforward than the previous model, and derive the corresponding gradient estimators. We conclude with a brief discus...
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ژورنال
عنوان ژورنال: NECSUS. European Journal of Media Studies
سال: 2015
ISSN: 2215-1222
DOI: 10.5117/necsus2015.2.iann