A STATE-SPACE PARTITIONING METHOD FOR PRICING HIGH-DIMENSIONAL AMERICAN-STYLE OPTIONS
| Year of publication: |
2007
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| Authors: | Jin, Xing ; Tan, Hweehuat ; Sun, Junhua |
| 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. 17.2007, 3, p. 399-426
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