"Revisit of stochastic mesh method for pricing American options."

Guangwu Liu, L. Jeff Hong (2008)

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DOI: 10.1109/WSC.2008.4736118

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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Guangwu Liu, L. Jeff Hong:
Revisit of stochastic mesh method for pricing American options. WSC 2008: 594-601

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