Pricing American options by canonical least-squares Monte Carlo.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 2, p. 175, doi. 10.1002/fut.20409
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2010 AND VI 30 AND IP 2
Results: 5
1
2
Do small traders contribute to price discovery? Evidence from the Hong Kong Hang Seng Index markets.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 2, p. 156, doi. 10.1002/fut.20410
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- Publication type:
- Article
3
Threshold levels, strike price grid, and other market microstructure issues associated with exchange-traded equity options.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 2, p. 188, doi. 10.1002/fut.20404
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- Publication type:
- Article
4
The information content of implied volatility: Evidence from Australia.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 2, p. 134, doi. 10.1002/fut.20405
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- Publication type:
- Article
5
A maximal affine stochastic volatility model of oil prices.
- Published in:
- Journal of Futures Markets, 2010, v. 30, n. 2, p. 101, doi. 10.1002/fut.20408
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- Publication type:
- Article