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"Lower bounds for American option prices with control variates."

François-Michel Boire, R. Mark Reesor, Lars Stentoft (2023)

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DOI: 10.1016/J.ORL.2023.09.008

access: closed

type: Journal Article

metadata version: 2024-01-26

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François-Michel Boire, R. Mark Reesor, Lars Stentoft:
Lower bounds for American option prices with control variates. Oper. Res. Lett. 51(6): 568-574 (2023)

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