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[IEEE 2008 Winter Simulation Conference (WSC) - Miami, FL, USA (2008.12.7-2008.12.10)] 2008 Winter Simulation Conference - Revisit of stochastic mesh method for pricing American options

[IEEE 2008 Winter Simulation Conference (WSC) - Miami, FL, USA (2008.12.7-2008.12.10)] 2008 Winter Simulation Conference - Revisit of stochastic mesh method for pricing American options

Liu, Guangwu; Hong, L. Jeff

作者Liu, Guangwu; Hong, L. Jeff
文件大小440.01KB
发表时间2008
DOI10.1109/wsc.2008.4736118
页码594-601

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