Convergence and Biases of Monte Carlo estimates of American option prices using a parametric exercise rule
| Year of publication: |
2003
|
|---|---|
| Authors: | Garcia, Diego |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 27.2003, 10, p. 1855-1879
|
| Publisher: |
Elsevier |