"Monte Carlo methods for pricing and hedging American options in high ..."

Lucia Caramellino, Antonino Zanette (2011)

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DOI: 10.3233/RDA-2011-0044

access: closed

type: Journal Article

metadata version: 2022-10-02

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Lucia Caramellino, Antonino Zanette:
Monte Carlo methods for pricing and hedging American options in high dimension. Risk Decis. Anal. 2(4): 207-220 (2011)

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