Guangwu Liu, L. Jeff Hong. Revisit of stochastic mesh method for pricing American options. In Scott J. Mason, Raymond R. Hill, Lars Mönch, Oliver Rose, Thomas Jefferson, John W. Fowler, editors, Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, WSC 2008, InterContinental Hotel, Miami, Florida, USA, December 7-10, 2008. pages 594-601, WSC, 2008. [doi]
Abstract is missing.