Gonzalo Cortazar, Miguel Gravet, Jorge Urzúa. The valuation of multidimensional American real options using the LSM simulation method. Computers & OR, 35(1):113-129, 2008. [doi]
@article{CortazarGU08,
title = {The valuation of multidimensional American real options using the LSM simulation method},
author = {Gonzalo Cortazar and Miguel Gravet and Jorge Urzúa},
year = {2008},
url = {https://www.wikidata.org/entity/Q56169629},
researchr = {https://researchr.org/publication/CortazarGU08},
cites = {0},
citedby = {0},
journal = {Computers & OR},
volume = {35},
number = {1},
pages = {113-129},
}