Pricing American-style securities using simulation
| Year of publication: |
1997
|
|---|---|
| Authors: | Broadie, Mark ; Glasserman, Paul |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 21.1997, 8-9, p. 1323-1352
|
| Publisher: |
Elsevier |