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American option pricing using simulation with an application to the GARCH model

In: Handbook of Research Methods and Applications in Empirical Finance

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  • Lars Stentoft

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This impressive Handbook presents the quantitative techniques that are commonly employed in empirical finance research together with real-world, state-of-the-art research examples.

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  • Lars Stentoft, 2013. "American option pricing using simulation with an application to the GARCH model," Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 5, pages 114-147, Edward Elgar Publishing.
    • Handle: RePEc:elg:eechap:14545_5
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