Just-In-Time Monte Carlo for Path-Dependent American Options
| Year of publication: |
2008
|
|---|---|
| Authors: | Dutt, Samir K. ; Welke, Gerd M. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 15.2008, 4, p. 29-47
|