Additive and multiplicative duals for American option pricing
Work
Year: 2007
Type: article
Source: Finance and Stochastics
Authors Nan Chen, Paul Glasserman
Institutions Chinese University of Hong Kong, Columbia University
Cites: 18
Cited by: 74
Related to: 10
FWCI: 6.506
Citation percentile (by year/subfield): 95.93
Subfield: Finance
Domain: Social Sciences
Open Access status: closed