"Revisit of stochastic mesh method for pricing American options."

Guangwu Liu, L. Jeff Hong (2009)

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DOI: 10.1016/J.ORL.2009.06.001

access: closed

type: Journal Article

metadata version: 2017-06-08

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Guangwu Liu, L. Jeff Hong:
Revisit of stochastic mesh method for pricing American options. Oper. Res. Lett. 37(6): 411-414 (2009)

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