Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options

DOI10.1287/opre.51.1.52.12798zbMath1163.91428OpenAlexW2125728143MaRDI QIDQ3635170

Rongwen Wu, Michael C. Fu

Publication date: 5 July 2009

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/62b2d7f31d3b0bfe1da690e9c24f54b91723a65b

Mathematics Subject Classification ID

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