Phelim P. Boyle
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2003
1
EE
Phelim P. Boyle,
Adam W. Kolkiewicz
,
Ken Seng Tan
: An improved simulation method for pricing high-dimensional American derivatives.
Mathematics and Computers in Simulation 62
(3-6): 315-322 (2003)
Coauthor
Index
1
Adam W. Kolkiewicz
[
1
]
2
Ken Seng Tan
[
1
]
Copyright ©
Sun May 17 03:24:02 2009 by
Michael Ley
(
ley@uni-trier.de
)
