"Multilevel dual approach for pricing American style derivatives."

Denis Belomestny, John Schoenmakers, Fabian Dickmann (2013)

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DOI: 10.1007/S00780-013-0208-5

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/BelomestnySD13
Denis Belomestny, John Schoenmakers, Fabian Dickmann:
Multilevel dual approach for pricing American style derivatives. Finance Stochastics 17(4): 717-742 (2013)

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