ANALYZING THE BIAS IN THE PRIMAL-DUAL UPPER BOUND METHOD FOR EARLY EXERCISABLE DERIVATIVES: BOUNDS, ESTIMATION AND REMOVAL MARK S. JOSHI Abstract. We analyze the primal-dual upper bound method and prove that its bias is

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Date: 2014-04-02 01:47:53 Central limit theorem Mathematics Statistics Mathematical analysis Normal distribution		ANALYZING THE BIAS IN THE PRIMAL-DUAL UPPER BOUND METHOD FOR EARLY EXERCISABLE DERIVATIVES: BOUNDS, ESTIMATION AND REMOVAL MARK S. JOSHI Abstract. We analyze the primal-dual upper bound method and prove that its bias is Add to Reading List Source URL: fbe.unimelb.edu.au Download Document from Source Website File Size: 1,24 MB Share Document on Facebook