Monte Carlo valuation of American options

被引：0
|
作者：
Lamper, D [1 ]
Howison, S [1 ]
机构：
[1] Univ Oxford, Inst Math, Ctr Ind & Appl Math, Oxford OX1 3LB, England
来源：
PROGRESS IN INDUSTRIAL MATHEMATICS AT ECMI 2002 | 2004年 / 5卷
关键词：
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
引用
收藏
页码：321 / 326
页数：6
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