MONTE CARLO BOUNDS FOR GAME OPTIONS INCLUDING CONVERTIBLE BONDS CHRISTOPHER BEVERIDGE AND MARK JOSHI Abstract. We introduce two new methods to calculate bounds for zero-sum game options using Monte Carlo simulation. Thes

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Date: 2013-08-05 02:09:39 Investment Mathematical finance Equations Option style Asian option Tk Option Black–Scholes Financial economics Options Finance		MONTE CARLO BOUNDS FOR GAME OPTIONS INCLUDING CONVERTIBLE BONDS CHRISTOPHER BEVERIDGE AND MARK JOSHI Abstract. We introduce two new methods to calculate bounds for zero-sum game options using Monte Carlo simulation. Thes Add to Reading List Source URL: fbe.unimelb.edu.au Download Document from Source Website File Size: 303,95 KB Share Document on Facebook

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