The valuation of multidimensional American real options using the LSM simulation method
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Publication:2384589
DOI10.1016/j.cor.2006.02.016zbMath1139.90014OpenAlexW2101723221WikidataQ56169629 ScholiaQ56169629MaRDI QIDQ2384589
Miguel Gravet, Jorge Urzua, Gonzalo Cortazar
Publication date: 10 October 2007
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10533/139003
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Cites Work
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