Monte Carlo valuation of American options

被引：0

作者：

Lamper, D ^{[1
]}

Howison, S ^{[1
]}

机构：

[1] Univ Oxford, Inst Math, Ctr Ind & Appl Math, Oxford OX1 3LB, England

来源：

PROGRESS IN INDUSTRIAL MATHEMATICS AT ECMI 2002 | 2004年 / 5卷

关键词：

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：321 / 326

页数：6

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