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scientific article; zbMATH DE number 1475699
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scientific article; zbMATH DE number 1475699

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    author
    Dmitrii S. Silvestrov
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    Victor G. Galochkin
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    Valeriy G. Sibirtsev
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    publication date
    12 July 2000
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    Mathematics Subject Classification ID
    62P05
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    91B28
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    62L15
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    60J20
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    zbMATH DE Number
    1475699
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    zbMATH Keywords
    American options
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    Monte Carlo pricing
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    algorithms
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