[ACM Press the 31st conference - Phoenix, Arizona, United States (1999.12.05-1999.12.08)] Proceedings of the 31st conference on Winter simulation Simulation---a bridge to the future - WSC '99 - Efficiency improvements for pricing American options with a stochastic mesh
Avramidis, Athanassios N., Hyden, PaulVolume:
1
Year:
1999
Language:
english
DOI:
10.1145/324138.324240
File:
PDF, 78 KB
english, 1999