Multilevel dual approach for pricing American style derivatives. Belomestny, D., Schoenmakers, J., & Dickmann, F. Finance Stoch., 17(4):717–742, 2013.
Multilevel dual approach for pricing American style derivatives [link]Paper  doi  bibtex   
@article {MR3105931,
    AUTHOR = {Belomestny, Denis and Schoenmakers, John and Dickmann, Fabian},
     TITLE = {Multilevel dual approach for pricing {A}merican style
              derivatives},
   JOURNAL = {Finance Stoch.},
  FJOURNAL = {Finance and Stochastics},
    VOLUME = {17},
      YEAR = {2013},
    NUMBER = {4},
     PAGES = {717--742},
      ISSN = {0949-2984},
   MRCLASS = {91G60 (60G40 60G42 65C05 91G20)},
  MRNUMBER = {3105931},
MRREVIEWER = {George Stoica},
       DOI = {10.1007/s00780-013-0208-5},
       URL = {https://doi.org/10.1007/s00780-013-0208-5},
}

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