"Pricing and hedging American options by Monte Carlo methods using a ..."

Vlad Bally, Lucia Caramellino, Antonino Zanette (2005)

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DOI: 10.1515/156939605777585944

access: closed

type: Journal Article

metadata version: 2022-10-02

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Vlad Bally, Lucia Caramellino, Antonino Zanette:
Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach. Monte Carlo Methods Appl. 11(2): 97-133 (2005)

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