Using forward Monte-Carlo simulation for the valuation of American barrier options

Journal

Annals of Operations Research

Journal Volume

264

Pages

339-366

Date Issued

2018

Author(s)

Miao, D.W.-C.

Lee, Y.-H.

DOI

10.1007/s10479-017-2639-4

URI

https://scholars.lib.ntu.edu.tw/handle/123456789/459299

URL

https://www.scopus.com/inward/record.uri?eid=2-s2.0-85031098903&doi=10.1007%2fs10479-017-2639-4&partnerID=40&md5=609dc2ffdb0924281279a17465ec57c1

Type

journal article