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 - Christopher Black - Document - PDFSEARCH.IO

First Page	Meta Content
	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 Document Date: 2013-08-05 02:09:39 Open Document File Size: 303,95 KB Share Result on Facebook Company A 0 a.s. / B a.s. / / IndustryTerm natural tool / / Person MARK JOSHI / / Position HB / player / second player / / Technology simulation / Monte Carlo algorithms / / SocialTag Investment Mathematical finance Equations Option style Asian option Tk Option Black–Scholes Financial economics Options

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. ThesAdd to Reading List