Addendum to: ``Multilevel dual approach for pricing American style derivatives'' (Q2516774)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Addendum to: ``Multilevel dual approach for pricing American style derivatives'' |
scientific article |
Statements
Addendum to: ``Multilevel dual approach for pricing American style derivatives'' (English)
0 references
4 August 2015
0 references
optimal stopping
0 references
dual approach
0 references
multilevel Monte Carlo
0 references
