An FBSDE Approach to American Option Pricing with an Interacting Particle Method
Crossref DOI link: https://doi.org/10.1007/s10690-014-9195-6
Published Online: 2014-11-01
Published Print: 2015-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fujii, Masaaki
Sato, Seisho
Takahashi, Akihiko
Text and Data Mining valid from 2014-11-01