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"Parallel Pricing Algorithms for Multi--Dimensional Bermudan/American ..."

Mireille Bossy et al. (2008)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-0805-1827
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-0805-1827
Mireille Bossy, Françoise Baude, Viet Dung Doan, Abhijeet Gaikwad, Ian Stokes-Rees:
Parallel Pricing Algorithms for Multi--Dimensional Bermudan/American Options using Monte Carlo methods. CoRR abs/0805.1827 (2008)

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