A STATE-SPACE PARTITIONING METHOD FOR PRICING HIGH-DIMENSIONAL AMERICAN-STYLE OPTIONS

✍ Scribed by Xing Jin; Hwee Huat Tan; Junhua Sun

• Book ID: 111043080
• Publisher: John Wiley and Sons
• Year: 2007
• Tongue: English
• Weight: 184 KB
• Volume: 17
• Category: Article
• ISSN: 0960-1627
• DOI: 10.1111/j.1467-9965.2007.00309.x