Pricing higher-dimensional American options using the stochastic grid method

2012

Additional Metadata
THEME	Life Sciences (theme 5), Energy (theme 4)
Publisher	Taylor&Francis
Journal	International Journal of Computational Mathematics
Organisation	Scientific Computing
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Jain, S., & Oosterlee, K. (2012). Pricing higher-dimensional American options using the stochastic grid method. International Journal of Computational Mathematics, 89(9), 1186–1211.

Publication