"Addendum to: Multilevel dual approach for pricing American style derivatives."

Denis Belomestny, Mark S. Joshi, John Schoenmakers (2015)

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DOI: 10.1007/S00780-015-0267-X

access: closed

type: Journal Article

metadata version: 2020-07-22

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Denis Belomestny, Mark S. Joshi, John Schoenmakers:
Addendum to: Multilevel dual approach for pricing American style derivatives. Finance Stochastics 19(3): 681-684 (2015)

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