Analysing the bias in the primal-dual upper bound method...

Analysing the bias in the primal-dual upper bound method for early exercisable derivatives: bounds, estimation and removal

Joshi, Mark S.
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:
16
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2015.1086490
Date:
April, 2016
File:
PDF, 1.06 MB
english, 2016
Conversion to is in progress
Conversion to is failed