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"Collaborative processing of Least-Square Monte Carlo for American options."

Jinzhe Yang et al. (2014)

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DOI: 10.1109/FPT.2014.7082753

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-24

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  dblp key:
  - conf/fpt/YangGLN14
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  - https://dblp.org/rec/conf/fpt/YangGLN14
Jinzhe Yang, Ce Guo, Wayne Luk, Terence Nahar:
Collaborative processing of Least-Square Monte Carlo for American options. FPT 2014: 52-59

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