Algorithm for simulating bermudan option prices on simulated asset prices
Huge, Brain Norsk and Rom Poulsen, Niels
Algorithm for simulating bermudan option prices on simulated asset prices 2007 - 2007 - 64 - 85 V. 14 Issue. 4
Derivatives
Assect prices;Option prices;Mortgage backed bond;Monte carlo;
Algorithm for simulating bermudan option prices on simulated asset prices 2007 - 2007 - 64 - 85 V. 14 Issue. 4
Derivatives
Assect prices;Option prices;Mortgage backed bond;Monte carlo;