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dc.contributor.author
Meinshausen, Nicolai
dc.contributor.author
Hambly, B.M.
dc.date.accessioned
2017-06-13T04:01:58Z
dc.date.available
2017-06-13T04:01:58Z
dc.date.issued
2002
dc.identifier.uri
http://hdl.handle.net/20.500.11850/147063
dc.identifier.doi
10.3929/ethz-a-004448704
dc.format
application/pdf
dc.language.iso
en
dc.publisher
Seminar für Statistik, Eidgenössische Technische Hochschule (ETH)
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
OPTIONEN (FINANZEN)
dc.subject
MARKOV-ENTSCHEIDUNGSPROZESSE (OPERATIONS RESEARCH)
dc.subject
OPTIONS (FINANCE)
dc.subject
MARKOV DECISION PROCESSES (OPERATIONS RESEARCH)
dc.title
Monte Carlo methods for the valuation of multiple exercise options
dc.type
Working Paper
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.journal.title
Research report / Seminar für Statistik, Eidgenössische Technische Hochschule (ETH)
ethz.journal.volume
111
ethz.size
21 S.
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
ethz.identifier.nebis
004448704
ethz.publication.place
Zürich
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02537 - Seminar für Statistik (SfS) / Seminar for Statistics (SfS)
ethz.date.deposited
2017-06-13T04:03:35Z
ethz.source
ECOL
ethz.identifier.importid
imp59366a642465d82740
ethz.ecolpid
eth:26036
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-13T17:58:14Z
ethz.rosetta.lastUpdated
2020-02-15T01:31:42Z
ethz.rosetta.versionExported
true
ethz.COinS
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