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"Dual Pricing of American Options by Wiener Chaos Expansion."

Jérôme Lelong (2018)

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DOI: 10.1137/16M1102161

access: closed

type: Journal Article

metadata version: 2018-07-23

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  - journals/siamfm/Lelong18
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  - https://dblp.org/rec/journals/siamfm/Lelong18
Jérôme Lelong:
Dual Pricing of American Options by Wiener Chaos Expansion. SIAM J. Financial Math. 9(2): 493-519 (2018)

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