A nonparametric method for pricing and hedging American options

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},
}