Monte Carlo Methods for pricing and hedging American Options in High Dimension

L. CARAMELLINO

•

ZANETTE, Antonino

2011

journal article

Periodico

RISK AND DECISION ANALYSIS

DOI

10.3233/RDA-2011-0044

Archivio

http://hdl.handle.net/11390/870477

info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-80055085368

Diritti

closed access

Scopus© citazioni

6

Data di acquisizione
Jun 14, 2022