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2008 | ||
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1 | EE | Mireille Bossy, Françoise Baude, Viet Dung Doan, Abhijeet Gaikwad, Ian Stokes-Rees: Parallel Pricing Algorithms for Multi--Dimensional Bermudan/American Options using Monte Carlo methods CoRR abs/0805.1827: (2008) |
1 | Françoise Baude | [1] |
2 | Mireille Bossy | [1] |
3 | Viet Dung Doan | [1] |
4 | Ian Stokes-Rees | [1] |