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Annals of operations research ; volume 264, numbers 1/2 (May 2018)
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The journal of futures markets
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A forward Monte Carlo method for American options pricing
Miao, Daniel Wei-chung
;
Lee, Yung-hsin
- In:
The journal of futures markets
33
(
2013
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4
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pp. 369-395
Persistent link: https://www.econbiz.de/10009725613
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Using forward Monte-Carlo simulation for the valuation of American barrier options
Wei-Chung Miao, Daniel
;
Lee, Yung-Hsin
;
Wang, Jr-Yan
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2018
Persistent link: https://www.econbiz.de/10011891173
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