Multilevel dual approach for pricing American style derivatives. Belomestny, D., Schoenmakers, J., & Dickmann, F. Finance Stoch., 17(4):717–742, 2013.
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},
}
Downloads: 0
{"_id":"PAmJ5vQjSYPQAhfEY","bibbaseid":"belomestny-schoenmakers-dickmann-multileveldualapproachforpricingamericanstylederivatives-2013","downloads":0,"creationDate":"2018-10-20T06:25:38.182Z","title":"Multilevel dual approach for pricing American style derivatives","author_short":["Belomestny, D.","Schoenmakers, J.","Dickmann, F."],"year":2013,"bibtype":"article","biburl":"https://dl.dropboxusercontent.com/s/3bl7mcmm3sivbhc/mathscinet.bib","bibdata":{"bibtype":"article","type":"article","author":[{"propositions":[],"lastnames":["Belomestny"],"firstnames":["Denis"],"suffixes":[]},{"propositions":[],"lastnames":["Schoenmakers"],"firstnames":["John"],"suffixes":[]},{"propositions":[],"lastnames":["Dickmann"],"firstnames":["Fabian"],"suffixes":[]}],"title":"Multilevel dual approach for pricing American 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","bibtex":"@article {MR3105931,\n AUTHOR = {Belomestny, Denis and Schoenmakers, John and Dickmann, Fabian},\n TITLE = {Multilevel dual approach for pricing {A}merican style\n derivatives},\n JOURNAL = {Finance Stoch.},\n FJOURNAL = {Finance and Stochastics},\n VOLUME = {17},\n YEAR = {2013},\n NUMBER = {4},\n PAGES = {717--742},\n ISSN = {0949-2984},\n MRCLASS = {91G60 (60G40 60G42 65C05 91G20)},\n MRNUMBER = {3105931},\nMRREVIEWER = {George Stoica},\n DOI = {10.1007/s00780-013-0208-5},\n URL = {https://doi.org/10.1007/s00780-013-0208-5},\n}\n\t\t\n","author_short":["Belomestny, D.","Schoenmakers, J.","Dickmann, F."],"key":"MR3105931","id":"MR3105931","bibbaseid":"belomestny-schoenmakers-dickmann-multileveldualapproachforpricingamericanstylederivatives-2013","role":"author","urls":{"Paper":"https://doi.org/10.1007/s00780-013-0208-5"},"metadata":{"authorlinks":{"belomestny, d":"https://denbel.github.io/Publications"}},"downloads":0},"search_terms":["multilevel","dual","approach","pricing","american","style","derivatives","belomestny","schoenmakers","dickmann"],"keywords":[],"authorIDs":["EfLFmBwH4H7ns26SJ"],"dataSources":["PQTjMhEY5a6W9ve3v","cbSQWShtd2dER8vAa"]}