"A Memory Reduction Monte Carlo Simulation for Pricing Multi-assets ..."

Haijun Yang, Cui Wang (2009)

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DOI: 10.1109/CSIE.2009.192

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-23

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Haijun Yang, Cui Wang:
A Memory Reduction Monte Carlo Simulation for Pricing Multi-assets American Options. CSIE (2) 2009: 312-316

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