A note on perturbation analysis estimators for American-style options

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Original language	English
Pages (from-to)	385-392
Number of pages	7
Journal	Probability in the Engineering and Informational Sciences
Volume	14
Publication status	Published - 2000

Cite this

@article{65a3a48797564c41ba4c2044dab46606,

title = "A note on perturbation analysis estimators for American-style options",

author = "M. Fu and R. Wu and G. G{\"u}rkan and A.Y. Demir",

note = "Pagination: 7",

year = "2000",

language = "English",

volume = "14",

pages = "385--392",

journal = "Probability in the Engineering and Informational Sciences",

issn = "0269-9648",

publisher = "Cambridge University Press",

}