A State-Space Partitioning Method for Picing High-Dimensional American-Style Options
| Year of publication: |
2007
|
|---|---|
| Authors: | Jin, Xing ; Tan, Hwee Huat ; Sun, Junhua |
| Institutions: | Financial Econometrics Research Centre, Warwick Business School |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10010721507