"American Options by Malliavin Calculus and Nonparametric Variance and Bias ..."

Lokman A. Abbas-Turki, Bernard Lapeyre (2012)

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DOI: 10.1137/11083890X

access: closed

type: Journal Article

metadata version: 2022-02-08

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Lokman A. Abbas-Turki, Bernard Lapeyre:
American Options by Malliavin Calculus and Nonparametric Variance and Bias Reduction Methods. SIAM J. Financial Math. 3(1): 479-510 (2012)

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