"Optimal Exercise Policies and Simulation-Based Valuation for ..."

Rongwen Wu, Michael C. Fu (2003)

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DOI: 10.1287/OPRE.51.1.52.12798

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type: Journal Article

metadata version: 2020-03-31

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Rongwen Wu, Michael C. Fu:
Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options. Oper. Res. 51(1): 52-66 (2003)

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