"On Pricing American Put Option on a Fixed Term: A Monte Carlo Approach."

Perpetual Andam Boiquaye (2020)

> Home

Details and statistics

DOI: 10.1142/S2424922X20500102

access: closed

type: Journal Article

metadata version: 2021-04-07

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/aada/Boiquaye20
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/aada/Boiquaye20
Perpetual Andam Boiquaye:
On Pricing American Put Option on a Fixed Term: A Monte Carlo Approach. Adv. Data Sci. Adapt. Anal. 12(3-4): 2050010:1-2050010:11 (2020)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.