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]
@inproceedings{LiuH08:13,
title = {Revisit of stochastic mesh method for pricing American options},
author = {Guangwu Liu and L. Jeff Hong},
year = {2008},
doi = {10.1109/WSC.2008.4736118},
url = {http://dx.doi.org/10.1109/WSC.2008.4736118},
researchr = {https://researchr.org/publication/LiuH08%3A13},
cites = {0},
citedby = {0},
pages = {594-601},
booktitle = {Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, WSC 2008, InterContinental Hotel, Miami, Florida, USA, December 7-10, 2008},
editor = {Scott J. Mason and Raymond R. Hill and Lars Mönch and Oliver Rose and Thomas Jefferson and John W. Fowler},
publisher = {WSC},
isbn = {978-1-4244-2708-6},
}