Work

Pricing American options: a comparison of Monte Carlo simulation approaches

Year: 2001

Type: article

Source: The Journal of Computational Finance

DOI: 10.21314/jcf.2001.066

Authors: Michael Fu, Scott Laprise, Dilip Madan, Yi Su, Rongwen Wu

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2118657680

FWCI: 15.9

Cites: 32

Cited by: 163

Related to: 10