American Option Pricing Using Simulation with an Application to the GARCH Model

  • Lars Stentoft

Publikation: Bidrag til bog/antologi/rapportBidrag til bog/antologiForskningpeer review

OriginalsprogEngelsk
TitelHandbook of Research Methods and Applications in Empirical Finance
RedaktørerAdrian R. Bell, Chris Brooks, Marcel Prokopczuk
UdgivelsesstedCheltenham
ForlagEdward Elgar Publishing
Publikationsdato2013
Sider114–147
Kapitel5
ISBN (Trykt)9780857936080
ISBN (Elektronisk)9780857936097
DOI
StatusUdgivet - 2013
NavnHandbook of Research Methods and Applications

Emneord

  • Economics and finance
  • Financial economics and regulation
  • Money and banking
  • Research methods
  • Research methods in economics

Citationsformater