Convergence of the Stochastic Mesh Estimator for Pricing American Options

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dc.contributor.authorAvramidis, A.en_US
dc.contributor.authorMatzinger, H.en_US
dc.date.accessioned2007-11-09T20:55:41Z
dc.date.available2007-11-09T20:55:41Z
dc.date.issued2001-06en_US
dc.description.abstractConvergence of the Stochastic Mesh Estimator for Pricing American Optionsen_US
dc.format.extent174254 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.citation1292en_US
dc.identifier.urihttps://hdl.handle.net/1813/9172
dc.language.isoen_USen_US
dc.publisherCornell University Operations Research and Industrial Engineeringen_US
dc.subjectOperations Researchen_US
dc.subjectIndustrial Engineeringen_US
dc.subjecttechnical reporten_US
dc.titleConvergence of the Stochastic Mesh Estimator for Pricing American Optionsen_US
dc.typetechnical reporten_US
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