Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities

By Alfredo Ibáñez. 2004

63 citations recorded by the source corpus.

Subfields: Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/b74a6bee80e19ce1691afd60bdd239de0448f814

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Tino Kluge
2. Sam D. Howison
3. Ben M. Hambly

In Strategy and Management

1. Tino Kluge
2. Ben M. Hambly
3. Sam D. Howison

Citations in the corpus

• Modelling spikes and pricing swing options in electricity markets (2009, methodology): “The tree method of Jaillet et al. (2004) requires a discrete time model of the underlying.”