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"Function-Approximation-Based Importance Sampling for Pricing American Options."

Nomesh Bolia, Sandeep Juneja, Paul Glasserman (2004)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2022-05-02

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  - electronic edition @ informs-sim.org (open access)
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  dblp key:
  - conf/wsc/BoliaJG04
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  persistent URL:
  - https://dblp.org/rec/conf/wsc/BoliaJG04
Nomesh Bolia, Sandeep Juneja, Paul Glasserman:
Function-Approximation-Based Importance Sampling for Pricing American Options. WSC 2004: 604-611

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