Quasirandom Tree Method for Pricing American Style Derivatives
| Year of publication: |
2002
|
|---|---|
| Authors: | Morohosi, Hozumi ; Fushimi, Masanori |
| Published in: |
Journal of the Operations Research Society of Japan : JORSJ. - Tokyo : Soc., ISSN 0453-4514, ZDB-ID 715544x. - Vol. 45.2002, 4, p. 426-434
|