"Applying model reference adaptive search to American-style option pricing."

Huiju Zhang, Michael C. Fu (2006)

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DOI: 10.1109/WSC.2006.323150

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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  - https://dblp.org/rec/conf/wsc/ZhangF06
Huiju Zhang, Michael C. Fu:
Applying model reference adaptive search to American-style option pricing. WSC 2006: 711-718

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