A Forward Monte Carlo Method for American Options Pricing
| Year of publication: |
2013
|
|---|---|
| Authors: | Miao, Daniel Wei‐Chung ; Lee, Yung‐Hsin |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 33.2013, 4, p. 369-395
|