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Fast Lower and Upper Estimates for the Price of Constrained Multiple
  Exercise American Options by Single Pass Lookahead Search and
  Nearest-Neighbor Martingale

Fast Lower and Upper Estimates for the Price of Constrained Multiple Exercise American Options by Single Pass Lookahead Search and Nearest-Neighbor Martingale

26 February 2020
Nicolas Essis-Breton
Patrice Gaillardetz
ArXiv (abs)PDFHTML

Papers citing "Fast Lower and Upper Estimates for the Price of Constrained Multiple Exercise American Options by Single Pass Lookahead Search and Nearest-Neighbor Martingale"

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