A new sampling strategy willow tree method with application to path-dependent option pricing
| Year of publication: |
2013
|
|---|---|
| Authors: | Xu, Wei ; Hong, Zhiwu ; Qin, Chenxiang |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 20554588. - Vol. 13.2013, 6 (1.6.), p. 861-872
|