Convergence of the stochastic mesh estimator for pricing American options

A.N. Avramidis, H. Matzinger

Research output: Book/ReportReportAcademic

77 Downloads (Pure)
Original languageEnglish
Place of PublicationEindhoven
PublisherEurandom
Number of pages18
Publication statusPublished - 2001

Publication series

NameReport Eurandom
Volume2001015
ISSN (Print)1389-2355

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