American Options Based on Malliavin Calculus and Nonparametric Variance Reduction Methods (Q6225049)

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scientific article; zbMATH DE number 900108787
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English
American Options Based on Malliavin Calculus and Nonparametric Variance Reduction Methods
scientific article; zbMATH DE number 900108787

    Statements

    publication date
    27 April 2011
    0 references
    arXiv classification
    q-fin.PR
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    math.PR
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    author
    Lokman A. Abbas-Turki
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    Bernard Lapeyre
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    Identifiers

    arXiv ID
    1104.5131
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