Revisit of stochastic mesh method for pricing American options

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

Overview

Fingerprint

???publication_fingerprints_help???

Keyphrases

Binocular Keyphrases

Stochastic Mesh Keyphrases

Pricing American Op... Keyphrases

Numerical Experimen... Keyphrases

Diffusion Model Keyphrases

Black-Scholes Model Keyphrases

Importance Sampling Keyphrases

New Weights Keyphrases

Variance gamma Keyphrases

Generalised Diffusi... Keyphrases

INIS

stochastic processe... INIS

information INIS

performance INIS

Economics, Econometrics and Finance

Information Economics, Econometrics a...

Option Trading Economics, Econometrics a...

Measure of Dispersi... Economics, Econometrics a...

Black-Scholes Model Economics, Econometrics a...

Research OutputsResearch Output authored by Revisit of stochastic mesh method for pricing American options is tagged with the concept

Find experts having the same concept