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American option pricing by a method of error correction
Óscar Gutiérrez
Departament of Business
Grup de Recerca d'Eficiència i Competitivitat Empresarial - Business Eficiency and Competitiveness Group
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Dive into the research topics of 'American option pricing by a method of error correction'. Together they form a unique fingerprint.
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Mathematics
American Option
100%
Approximation
66%
Closed Form
100%
Computational Cost
33%
Error Correction
33%
Initial Approximation
33%
Iterative Method
33%
Option Price
33%
Option Pricing
66%
Economics, Econometrics and Finance
Costs
33%
Investment
33%
Option Trading
100%
Price
66%
Pricing
66%
Real Options Analysis
33%
Computer Science
Accuracy
33%
Computational Cost
33%
Error Correction
33%
Initial Approximation
33%
Investment Project
33%
Lower Bounds
33%
Option Pricing
66%
Spreadsheet
33%
Psychology
Assumptions
33%
Computational
33%