Article(electronic)August 2003

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

In: Journal of economic dynamics & control, Volume 27, Issue 10, p. 1855-1879

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Languages

English

Publisher

Elsevier BV

ISSN: 0165-1889

DOI

10.1016/s0165-1889(02)00086-6

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