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"Forest of stochastic meshes: A new method for valuing high-dimensional ..."

T. James Marshall, R. Mark Reesor (2011)

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DOI: 10.1016/J.ORL.2010.11.003

access: closed

type: Journal Article

metadata version: 2017-05-27

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T. James Marshall, R. Mark Reesor:
Forest of stochastic meshes: A new method for valuing high-dimensional swing options. Oper. Res. Lett. 39(1): 17-21 (2011)

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