مؤتمر
A study of variance reduction techniques for American option pricing
العنوان: | A study of variance reduction techniques for American option pricing |
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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 |
ردمك: | 0780395190 9780780395190 |
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تدمد: | 08917736 15584305 |
DOI: | 10.1109/WSC.2005.1574465 |