Monte-Carlo Valuation of American Options: Facts and New Algorithms to Improve Existing Methods

Bruno Bouchard, Xavier Warin

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Source: Crossref

Published: Jan 1, 2012

DOI: 10.1007/978-3-642-25746-9_7

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Integrity note: This page is a factual metadata record created by deterministic ingestion. It is not a claim that the work moves a mathematical frontier or has been independently verified.