A State Space Partitioning Method For Pricing High Dimensional American Style Options
Work
Year: 2007
Type: article
Source: Mathematical Finance
Authors Xing Jin, Hwee Huat Tan, Junhua Sun
Institutions University of Warwick, National University of Singapore
Cites: 30
Cited by: 25
Related to: 10
FWCI: 1.325
Citation percentile (by year/subfield): 86.92
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: closed