Pricing multi-asset American-style options by memory...

Applied Mathematics and Computation 2006 Vol. 179; Iss. 2

Pricing multi-asset American-style options by memory reduction Monte Carlo methods

Raymond H. Chan, Chi-Yan Wong, Kit-Ming Yeung
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
179
Year:
2006
Language:
english
Pages:
10
Journal:
Applied Mathematics and Computation
DOI:
10.1016/j.amc.2005.11.108
File:
PDF, 177 KB
english, 2006
Conversion to is in progress
Conversion to is failed