Swing Option Pricing by Optimal Exercise Boundary Estimation (Q2917444): Difference between revisions

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+https://doi.org/10.1007/978-3-642-25746-9_13
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+W118738001
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+A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS
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+On the Malliavin approach to Monte Carlo approximation of conditional expectations
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+Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities
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+Cube root asymptotics
@@ Property / cites work: Cube root asymptotics / rank @@
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+Publication:2917444