Work

Foresight Bias and Suboptimality Correction in Monte—Carlo Pricing of Options with Early Exercise

Year: 2007

Type: book-chapter

Source: Mathematics in industry

DOI: 10.1007/978-3-540-71992-2_107

Author: Christian P. Fries

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W41225688

FWCI: 1.571

Cites: 1

Cited by: 10

Related to: 10