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Revisit of stochastic mesh method for pricing American options
Liu, Guangwu; Hong, L.Jeff - In: Operations research letters 37 (2009) 6, pp. 411-414
Persistent link: https://www.econbiz.de/10008323310
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Some properties of simulation interval estimators under dependence induction
Nelson, Barry L. - In: Operations research letters 6 (1987) 4, pp. 169-176
Persistent link: https://www.econbiz.de/10001037996
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Speeding up COMPASS for high-dimensional discrete optimization via simulation
Hong, L. Jeff; Nelson, Barry L.; Xu, Jie - In: Operations research letters 38 (2010) 6, pp. 550-555
Persistent link: https://www.econbiz.de/10008738529
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Speeding up COMPASS for high-dimensional discrete optimization via simulation
Hong, L. Jeff; Nelson, Barry L.; Xu, Jie - In: Operations research letters 38 (2010) 6, pp. 550-556
Persistent link: https://www.econbiz.de/10008712118