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Results: 1
A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options
Authors:
Egloff, Daniel Kohler, Michael Todorovic, Nebojsa
Citation:
Egloff, Daniel et al., A dynamic look-ahead Monte Carlo algorithm for pricing Bermudan options, Annals of applied probability , 17(4), 2007, pp. 1138-1171
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