Haijun Yang, Cui Wang. A Memory Reduction Monte Carlo Simulation for Pricing Multi-assets American Options. In Mark Burgin, Masud H. Chowdhury, Chan H. Ham, Simone A. Ludwig, Weilian Su, Sumanth Yenduri, editors, CSIE 2009, 2009 WRI World Congress on Computer Science and Information Engineering, March 31 - April 2, 2009, Los Angeles, California, USA, 7 Volumes. pages 312-316, IEEE Computer Society, 2009. [doi]
Abstract is missing.