Calibrated American option pricing by stochastic linear programming
- 期刊名称Optimization
- 作者Antonelli, Fabio; Mancini, Carlo; Pınar, Mustafa Ç.
- 卷第62卷
- 期第11期
- 印刷ISSN0233-1934
- 电子ISSN1029-4945
- 文件大小206.02KB
- 发表时间2013-11
- DOI10.1080/02331934.2013.833201
- 页码1433-1450
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