A study of variance reduction techniques for American option pricing

التفاصيل البيبلوغرافية
العنوان: A study of variance reduction techniques for American option pricing
المؤلفون: Lemieux, C., La, J.
المصدر: Proceedings of the Winter Simulation Conference, 2005. 2005 Winter Simulation Conference Simulation Conference, 2005 Proceedings of the Winter. :8 pp. 2005
Relation: Proceedings of the 2005 Winter Simulation Conference
قاعدة البيانات: IEEE Xplore Digital Library
الوصف
ردمك:0780395190
9780780395190
تدمد:08917736
15584305
DOI:10.1109/WSC.2005.1574465