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Valuing American Options in a Path Simulation Model
Valuing American Options in a Path Simulation Model This paper presents an algorithm for valuing ... equations numerically generally requires great care as well as sophistication in applied mathematical ...- Authors: James A Tilley
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Dynamic simulation models
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Dynamic Solvency Handbook
Dynamic Solvency Handbook 1994 SOA meeting, Orlando. This session is about the ... (non-experience-rated)? The basic threats to sol- vency can be primary, or secondary, threats. And we want to get into ...- Authors: Allan Brender, Shane A Chalke, Frederick W Jackson, Stephen Reddy, James Reiskytl, John D Stiefel
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Sensitivity testing