Published September 22, 2019
| Version v0.1-beta
Software
Open
aguazz/AmOpBB: AmOpBB
Authors/Creators
Description
Software companion for the paper "Optimaly excercising American options under the stock pinning effect". It implements the proposed methods and allows to reproduced the simulation study carried out therein.
Files
aguazz/AmOpBB-v0.1-beta.zip
Additional details
Related works
- Is supplement to
- https://github.com/aguazz/AmOpBB/tree/v0.1-beta (URL)