Publication: A Bias-reduction Technique for Monte Carlo Pricing of Early-exercise Options
All || By Area || By YearTitle | A Bias-reduction Technique for Monte Carlo Pricing of Early-exercise Options | Authors/Editors* | T. Whitehead, M. Davison and R.M. Reesor |
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Where published* | submitted to Journal of Computational Finance |
How published* | Journal |
Year* | 2007 |
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