"A study of variance reduction techniques for American option pricing."

Christiane Lemieux, Jennie La (2005)

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DOI: 10.1109/WSC.2005.1574465

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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Christiane Lemieux, Jennie La:
A study of variance reduction techniques for American option pricing. WSC 2005: 1884-1891

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