Pricing of path-dependent American options by Monte Carlo simulation
| Year of publication: |
2007
|
|---|---|
| Authors: | Fujiwara, Hajime ; Kijima, Masaaki |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 31.2007, 11, p. 3478-3502
|
| Publisher: |
Elsevier |