American Option Pricing using Simulation and Regression: Numerical Convergence Results

Lars Stentoft

Publikation: Bidrag til bog/antologi/rapportKonferencebidrag i proceedingsForskningpeer review

OriginalsprogEngelsk
TitelTopics in Numerical Methods for Finance
RedaktørerMark Cummins, Finbarr Murphy , John J.H. Miller
Udgivelses stedNew York
ForlagSpringer
Publikationsdato2012
Sider57-94
ISBN (Trykt)978-1-4614-3432-0
ISBN (Elektronisk)978-1-4614-3433-7
StatusUdgivet - 2012
BegivenhedThe 3rd International Conference on Numerical Methods for Finance - Kemmy Business School (KBS), University of Limerick , Limerick, Irland
Varighed: 8 jun. 201110 jun. 2011
Konferencens nummer: 3
http://www.numericalmethodsforfinance.org/

Konference

KonferenceThe 3rd International Conference on Numerical Methods for Finance
Nummer3
LokationKemmy Business School (KBS), University of Limerick
LandIrland
ByLimerick
Periode08/06/201110/06/2011
Internetadresse
NavnSpringer Proceedings in Mathematics & Statistics
Vol/bind19
ISSN2194-1009

Bibliografisk note

CBS Bibliotek har ikke adgang til materialet

Citer dette

Stentoft, L. (2012). American Option Pricing using Simulation and Regression: Numerical Convergence Results. I M. Cummins, F. Murphy , & J. J. H. Miller (red.), Topics in Numerical Methods for Finance (s. 57-94). New York: Springer. Springer Proceedings in Mathematics & Statistics , Bind. 19
Stentoft, Lars . / American Option Pricing using Simulation and Regression : Numerical Convergence Results. Topics in Numerical Methods for Finance. red. / Mark Cummins ; Finbarr Murphy ; John J.H. Miller . New York : Springer, 2012. s. 57-94 (Springer Proceedings in Mathematics & Statistics , Bind 19).
@inproceedings{555eec0664b34f948cede190d2dab793,
title = "American Option Pricing using Simulation and Regression: Numerical Convergence Results",
author = "Lars Stentoft",
note = "CBS Library does not have access to the material",
year = "2012",
language = "English",
isbn = "978-1-4614-3432-0",
series = "Springer Proceedings in Mathematics & Statistics",
publisher = "Springer",
pages = "57--94",
editor = "Mark Cummins and {Murphy }, Finbarr and {Miller }, {John J.H. }",
booktitle = "Topics in Numerical Methods for Finance",
address = "Germany",

}

Stentoft, L 2012, American Option Pricing using Simulation and Regression: Numerical Convergence Results. i M Cummins, F Murphy & JJH Miller (red), Topics in Numerical Methods for Finance. Springer, New York, Springer Proceedings in Mathematics & Statistics , bind 19, s. 57-94, The 3rd International Conference on Numerical Methods for Finance , Limerick, Irland, 08/06/2011.

American Option Pricing using Simulation and Regression : Numerical Convergence Results. / Stentoft, Lars .

Topics in Numerical Methods for Finance. red. / Mark Cummins; Finbarr Murphy ; John J.H. Miller . New York : Springer, 2012. s. 57-94 (Springer Proceedings in Mathematics & Statistics , Bind 19).

Publikation: Bidrag til bog/antologi/rapportKonferencebidrag i proceedingsForskningpeer review

TY - GEN

T1 - American Option Pricing using Simulation and Regression

T2 - Numerical Convergence Results

AU - Stentoft, Lars

N1 - CBS Library does not have access to the material

PY - 2012

Y1 - 2012

M3 - Article in proceedings

SN - 978-1-4614-3432-0

T3 - Springer Proceedings in Mathematics & Statistics

SP - 57

EP - 94

BT - Topics in Numerical Methods for Finance

A2 - Cummins, Mark

A2 - Murphy , Finbarr

A2 - Miller , John J.H.

PB - Springer

CY - New York

ER -

Stentoft L. American Option Pricing using Simulation and Regression: Numerical Convergence Results. I Cummins M, Murphy F, Miller JJH, red., Topics in Numerical Methods for Finance. New York: Springer. 2012. s. 57-94. (Springer Proceedings in Mathematics & Statistics , Bind 19).