A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS
From MaRDI portal
Publication:5464338
DOI10.1111/j.0960-1627.2005.00213.xzbMath1127.91023MaRDI QIDQ5464338
Vlad Bally, Gilles Pagès, Jacques Printems
Publication date: 17 August 2005
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.0960-1627.2005.00213.x
DB lookup for MSC labels failed