"Tight bounds for American options via multilevel Monte Carlo."

Denis Belomestny, Marcel Ladkau, John Schoenmakers (2012)

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DOI: 10.1109/WSC.2012.6465253

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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  - https://dblp.org/rec/conf/wsc/BelomestnyLS12
Denis Belomestny, Marcel Ladkau, John Schoenmakers:
Tight bounds for American options via multilevel Monte Carlo. WSC 2012: 31:1-31:8

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