| onably estimate American options.Because Monte-Carlo simulation is a forward ind |
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| 作者姓名： | uctio |
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| 作者单位： | n procedure |
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| 摘 要： | is unable to correctly value American options.Binomial tree can be applied to pricing of all kinds of options,but it has a lot of flaws,such as accuracy.So when the number of step is very small,it affects the accuracy of the American options
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| 关 键 词： | can options is free Monte-Carlo simulation |
pricing.The control-variant approaches are variance reduction techniques and improve the value of American options valued by binomial tree and increase estimation accuracy.control-variant technique;american opti |
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| uctio.onably estimate American options.Because Monte-Carlo simulation is a forward ind[J].Journal of National Procurators College,2005(3). |
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| Abstract: | |
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| Keywords: | ture of Venture Isolation System in Asset SecuritizationSUN Ying-wei(Shijiazhuang College Shijiazhuang Hebei |
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