Valuing American options by simulation: A BSDEs approach
- 期刊名称Mathematics and Computers in Simulation
- 作者Klimsiak, Tomasz; Rozkosz, Andrzej; Ziemkiewicz, Bartosz
- 印刷ISSN0378-4754
- 文件大小335.28KB
- 发表时间2015-12
- DOI10.1016/j.matcom.2015.11.009
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