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Pricing American-style securities using simulation Author info | Abstract | Publisher info | Download info | Related research | Statistics Broadie, Mark
Glasserman, Paul
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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control .
Volume (Year): 21 (1997)
Issue (Month): 8-9 (June)
Pages: 1323-1352
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Handle: RePEc:eee:dyncon:v:21:y:1997:i:8-9:p:1323-1352Contact details of provider: Web page: http://www.elsevier.com/locate/jedc
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