Convergence and Biases of Monte Carlo estimates of American option prices using a parametric exercise rule uri icon

Overview

publication date

  • August 1, 2003

has restriction

  • closed

Date in CU Experts

  • July 6, 2016 12:02 PM

Full Author List

  • Garcia D

author count

  • 1

citation count

  • 33

Other Profiles

International Standard Serial Number (ISSN)

  • 0165-1889

Additional Document Info

start page

  • 1855

end page

  • 1879

volume

  • 27

issue

  • 10

number

  • PII S0165-1889(02)00086-6