A note on perturbation analysis estimators for American-style options
Fu,M. Wu,R. Gürkan,G. Demir,A.Y.
Fu,M.
Wu,R.
Gürkan,G.
Demir,A.Y.
Abstract
Description
Pagination: 7
Date
2000
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Research Projects
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Citation
Fu, M, Wu, R, Gürkan, G & Demir, A Y 2000, 'A note on perturbation analysis estimators for American-style options', Probability in the Engineering and Informational Sciences, vol. 14, pp. 385-392.