A Monte Carlo approach to American options pricing including counterparty risk

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Publication:5031705

DOI10.1080/00207160.2018.1486399zbMath1499.91164OpenAlexW2807009064MaRDI QIDQ5031705

Carlos Vázquez, Iñigo Arregui, Beatriz Salvador

Publication date: 16 February 2022

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2018.1486399



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