"American Options by Malliavin Calculus and Nonparametric Variance and Bias ..."

Lokman A. Abbas-Turki, Bernard Lapeyre (2012)

Details and statistics

DOI: 10.1137/11083890X

access: closed

type: Journal Article

metadata version: 2022-02-08

a service of  Schloss Dagstuhl - Leibniz Center for Informatics