Analysis of the SSAP Method for the Numerical Valuation of...

Analysis of the SSAP Method for the Numerical Valuation of High-Dimensional Multivariate American Securities

L. N. Coyle, J. J. Yang
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Volume:
25
Language:
english
Pages:
24
Journal:
Algorithmica
DOI:
10.1007/pl00009284
Date:
May, 1999
File:
PDF, 222 KB
english, 1999
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