Multilevel dual approach for pricing American style derivatives
| Year of publication: |
2013
|
|---|---|
| Authors: | Belomestny, Denis ; Schoenmakers, John ; Dickmann, Fabian |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 17.2013, 4, p. 717-742
|