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A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction
Jin, Xing; Li, Xun; Hwee Huat Tan; Wu, Zhenyu - In: European journal of operational research : EJOR 231 (2013) 2, pp. 362-370
Persistent link: https://www.econbiz.de/10009785582
Cover Image
A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction
Jin, Xing; Li, Xun; Tan, Hwee Huat; Wu, Zhenyu - In: European journal of operational research : EJOR 231 (2013) 2, pp. 362-370
Persistent link: https://www.econbiz.de/10010155797