Guiyun Feng, Guangwu Liu, Lihua Sun. A nonparametric method for pricing and hedging American options. In Winter Simulations Conference: Simulation Making Decisions in a Complex World, WSC 2013, Washington, DC, USA, December 8-11, 2013. pages 691-700, IEEE, 2013. [doi]
@inproceedings{FengLS13-0, title = {A nonparametric method for pricing and hedging American options}, author = {Guiyun Feng and Guangwu Liu and Lihua Sun}, year = {2013}, doi = {10.1109/WSC.2013.6721462}, url = {http://dx.doi.org/10.1109/WSC.2013.6721462}, researchr = {https://researchr.org/publication/FengLS13-0}, cites = {0}, citedby = {0}, pages = {691-700}, booktitle = {Winter Simulations Conference: Simulation Making Decisions in a Complex World, WSC 2013, Washington, DC, USA, December 8-11, 2013}, publisher = {IEEE}, }