"Problems in financial engineering: convergence of the stochastic mesh ..."

Athanassios N. Avramidis, Heinrich Matzinger (2002)

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DOI: 10.1109/WSC.2002.1166433

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Athanassios N. Avramidis, Heinrich Matzinger:
Problems in financial engineering: convergence of the stochastic mesh estimator for pricing American options. WSC 2002: 1560-1567

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