Pricing American-Style Options By Simulation
نویسندگان
چکیده
منابع مشابه
Pricing American Options using Simulation
American options are financial contracts that allow exercise at any time until expiration. While the pricing of standard American option contracts has been well researched, with a few exceptions no analytical solutions exist. Valuation of more involved American option contracts, which include multiple underlying assets or pathdependent payoff, is still to a high degree an uncharted area. Most n...
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ژورنال
عنوان ژورنال: Financial Markets and Portfolio Management
سال: 2005
ISSN: 1934-4554,2373-8529
DOI: 10.1007/s11408-005-2300-0