Revisit of stochastic mesh method for pricing American options

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]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.