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

Miao, D.W.-C.D.W.-C.MiaoLee, Y.-H.Y.-H.LeeJR-YAN WANG2020-02-152020-02-152018https://scholars.lib.ntu.edu.tw/handle/123456789/459299[SDGs]SDG8Using forward Monte-Carlo simulation for the valuation of American barrier optionsjournal article10.1007/s10479-017-2639-42-s2.0-85031098903https://www.scopus.com/inward/record.uri?eid=2-s2.0-85031098903&doi=10.1007%2fs10479-017-2639-4&partnerID=40&md5=609dc2ffdb0924281279a17465ec57c1