A note on perturbation analysis estimators for American-style options

M. Fu, R. Wu, G. Gürkan, A.Y. Demir

Research output: Contribution to journalArticleScientificpeer-review

6 Citations (Scopus)
Original languageEnglish
Pages (from-to)385-392
Number of pages7
JournalProbability in the Engineering and Informational Sciences
Volume14
Publication statusPublished - 2000

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