2005 | ||
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2 | EE | Nomesh Bolia, Sandeep Juneja: Function-approximation-based perfect control variates for pricing American options. Winter Simulation Conference 2005: 1876-1883 |
2004 | ||
1 | EE | Nomesh Bolia, Sandeep Juneja, Paul Glasserman: Function-Approximation-Based Importance Sampling for Pricing American Options. Winter Simulation Conference 2004: 604-611 |
1 | Paul Glasserman | [1] |
2 | Sandeep Juneja | [1] [2] |