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scientific article; zbMATH DE number 1790450
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scientific article; zbMATH DE number 1790450

    Statements

    author
    Jorge A. Picazo
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    publication date
    28 August 2002
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    zbMATH Keywords
    American-style options
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    Monte Carlo simulation
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    dynamic programming
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    90C39
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    65C05
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    91G20
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    60G40
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    zbMATH DE Number
    1790450
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