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A bias-reduction technique for Monte Carlo pricing of early-exercise options
Whitehead, Tyson
;
Mark Reesor, R
;
Davison, Matt
- In:
The journal of computational finance
15
(
2012
)
3
,
pp. 33-71
Persistent link: https://www.econbiz.de/10009968210
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A bias-reduction technique for Monte Carlo pricing of early- exercise options
Whitehead, Tyson
;
Reesor, R. Mark
;
Davison, Matt
- In:
The journal of computational finance
15
(
2011/12
)
3
,
pp. 33-69
Persistent link: https://www.econbiz.de/10009534169
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