Variance reduction techniques for pricing American options using function approximations

DOI10.21314/JCF.2009.208zbMath1173.91366MaRDI QIDQ3643091

Sandeep Juneja, Himanshu Kalra

Publication date: 10 November 2009

Published in: The Journal of Computational Finance (Search for Journal in Brave)

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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