American option pricing using monte carlo osokufu194029404
P Aiworth, M Broadie, P GlassermanA comparison of some Monte Carlo , quasi Monte Carlo methods for option pricing.
American option pricing using monte carlo. In mathematical finance, a Monte Carlo option model uses Monte Carlo methods to calculate the value of an option with multiple sources of uncertainty , with
Monte Carlo methodsor Monte Carlo experiments) are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. basic black scholes option pricing theory and applications to trading.