Convergence of the stochastic mesh estimator for pricing American options

A.N. Avramidis, H. Matzinger

    Research output: Book/ReportReportAcademic

    70 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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