A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives
- 期刊名称Operations Research
- 作者Wang, Yongqiang; Fu, Michael C.; Marcus, Steven I.
- 卷第60卷
- 期第2期
- 印刷ISSN0030-364X
- 电子ISSN1526-5463
- 文件大小298.91KB
- 发表时间2012-04
- DOI10.1287/opre.1110.1018
- 页码447-460
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