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Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options
Wu, Rongwen
;
Fu, Michael C.
- In:
Operations research : the journal of the Operations …
51
(
2003
)
1
,
pp. 52-66
Persistent link: https://www.econbiz.de/10006418177
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Estimating multiple option Greeks simultaneously using random parameter regression
Fu, Haifeng
;
Jin, Xing
;
Pan, Guangming
;
Yang, Yanrong
- In:
The journal of computational finance
16
(
2012
)
2
,
pp. 85-84
Persistent link: https://www.econbiz.de/10010062333
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