Numerical Methods in Finance
Springer Berlin Heidelberg
Chapter title |
Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods
|
---|---|
Chapter number | 7 |
Book title |
Numerical Methods in Finance
|
Published by |
Springer, Berlin, Heidelberg, January 2012
|
DOI | 10.1007/978-3-642-25746-9_7 |
Book ISBNs |
978-3-64-225745-2, 978-3-64-225746-9
|
Authors |
Bruno Bouchard, Xavier Warin |
Country | Count | As % |
---|---|---|
Japan | 1 | 5% |
United States | 1 | 5% |
Portugal | 1 | 5% |
Unknown | 17 | 85% |
Readers by professional status | Count | As % |
---|---|---|
Student > Ph. D. Student | 6 | 30% |
Student > Master | 4 | 20% |
Other | 2 | 10% |
Professor | 1 | 5% |
Student > Bachelor | 1 | 5% |
Other | 2 | 10% |
Unknown | 4 | 20% |
Readers by discipline | Count | As % |
---|---|---|
Mathematics | 7 | 35% |
Economics, Econometrics and Finance | 4 | 20% |
Computer Science | 2 | 10% |
Business, Management and Accounting | 1 | 5% |
Social Sciences | 1 | 5% |
Other | 1 | 5% |
Unknown | 4 | 20% |