A stochastic mesh method for pricing high-dimensional American options
Year of publication: |
2004
|
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Authors: | Broadie, Mark ; Glasserman, Paul |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 7.2004, 4, p. 35-72
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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