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Problems in financial engineering: convergence of the stochastic mesh estimator for pricing American options

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Authors: Athanassios N. Avramidis Université de Montréal, Montréal, Canada
Heinrich Matzinger Universtity of Bielefeld, Bielefeld, Germany
Published in:
· Proceeding
WSC '02 Proceedings of the 34th conference on Winter simulation: exploring new frontiers
Winter Simulation Conference ©2002
table of contents ISBN:0-7803-7615-3
Problems in financial engineering: convergence of the stochastic mesh estimator for pricing American options 2002 Article
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