Numerical Valuation of High Dimensional Multivariate American Securities
| Year of publication: |
1995
|
|---|---|
| Authors: | Barraquand, Jérôme ; Martineau, Didier |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 30.1995, 3, p. 383-406
|