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Scott B. Laprise

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2000 – 2009

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2006
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  - journals/mansci/LapriseFMLZ06
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Scott B. Laprise, Michael C. Fu, Steven I. Marcus, Andrew E. B. Lim, Huiju Zhang:
Pricing American-Style Derivatives with European Call Options. Manag. Sci. 52(1): 95-110 (2006)
2001
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Scott B. Laprise, Michael C. Fu, Steven I. Marcus, Andrew E. B. Lim:
A new approach to pricing American-style derivatives. WSC 2001: 329-337

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