Simulation Analysis of American Style Option Pricing Incorporating Monte Carlo Simulation Models

Author:

Zhao Yu1ORCID

Affiliation:

1. Lanzhou University, China

Publisher

ACM

Reference12 articles.

1. Stochastic finite elementmethods for partial differential equations with random input data;Gunzburger Max D.;Acta Numerica

2. Fang Guobin . Investment parameter and nonparametric analysis of volatility clustering characteristics of China's stock market. Technical economy , 2017 , 26 (10), 86-90. Fang Guobin. Investment parameter and nonparametric analysis of volatility clustering characteristics of China's stock market. Technical economy, 2017, 26 (10), 86-90.

3. Wang Jie , Xu pan. Research on the volatility of Shanghai and Shenzhen 300 index return based on ged-garch model. modern business , 2018 (09), 73-74. Wang Jie, Xu pan. Research on the volatility of Shanghai and Shenzhen 300 index return based on ged-garch model. modern business, 2018 (09), 73-74.

4. Wang Xin , Qiao gaoxiu. Volatility Prediction Based on GARCH model of volatility threshold effect . Journal of Wuhan University of Technology ( information and Management Engineering Edition), 2017 , 39 (05), 575-580. Wang Xin, Qiao gaoxiu. Volatility Prediction Based on GARCH model of volatility threshold effect. Journal of Wuhan University of Technology (information and Management Engineering Edition), 2017, 39 (05), 575-580.

5. Hou Xinmeng , Wu Xinyu . Research on Volatility Prediction Based on realized jump GARCH model . Journal of Zhengzhou Institute of aeronautical industry management, 2019 , 37 (05), 86-95. Hou Xinmeng, Wu Xinyu. Research on Volatility Prediction Based on realized jump GARCH model. Journal of Zhengzhou Institute of aeronautical industry management, 2019, 37 (05), 86-95.

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