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

Lars Stentoft

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearchpeer-review

Original languageEnglish
Title of host publicationHandbook of Research Methods and Applications in Empirical Finance
EditorsAdrian R. Bell, Chris Brooks, Marcel Prokopczuk
Place of PublicationCheltenham
PublisherEdward Elgar Publishing
Publication date2013
Pages114–147
Chapter5
ISBN (Print)9780857936080
ISBN (Electronic)9780857936097
DOIs
Publication statusPublished - 2013
SeriesHandbook of Research Methods and Applications

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