A Monte Carlo approach to American options pricing including counterparty risk
2018 ◽
Vol 96
(11)
◽
pp. 2157-2176
◽
Keyword(s):
2006 ◽
Vol 4
(5/6)
◽
pp. 321
◽
2014 ◽
Vol 10
(1)
◽
pp. 67-78
Keyword(s):
2009 ◽
Vol 8
(3-4)
◽
pp. 324-335
◽
2008 ◽
Vol 227
(4)
◽
pp. 2666-2673
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Keyword(s):