UM

Browse/Search Results:  1-1 of 1 Help

Filters    
Selected(0)Clear Items/Page:    Sort:
Least-Squares Monte Carlo Methods for Pricing Options Embedded in Mortgages Journal article
Journal of Applied Finance&Banking, 2016,Volume: 6,Issue: 2,Page: 1-20
Authors:  Deng DING;  Wenfei Wang;  Li Wang
Favorite  |  View/Download:4/0  |  Submit date:2019/07/22
Least-squares Monte Carlo Method  Options Embedded In Mortgages  Optimal Stopping  Dynamic Programming