A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS
| Year of publication: |
2005
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| Authors: | Bally, Vlad ; Pagès, Gilles ; Printems, Jacques |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 15.2005, 1, p. 119-168
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