scientific article; zbMATH DE number 1475699
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zbMATH Open0940.62102MaRDI QIDQ4489967FDOQ4489967
Authors: D. S. Silvestrov, Victor G. Galochkin, Valeriy G. Sibirtsev 
Publication date: 12 July 2000
Title of this publication is not available (Why is that?)
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- Monte Carlo studies of American type call options with discrete time
- American-type options. Stochastic approximation methods. Volume 2
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- Optimal stopping and reselling of European options
- Improved lower and upper bound algorithms for pricing American options by simulation
- A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING
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- Convergence of option rewards for multivariate price processes
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