Work

Valuing American Options in a Path Simulation Model

Year: 2002

Type: article

Author: James A. Tilley

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W202075749

FWCI: 36.68

Cites: 20

Cited by: 279

Related to: 10