Implicit American Monte Carlo methods for nonlinear functional of future portfolio value
Crossref DOI link: https://doi.org/10.1007/s13160-017-0271-y
Published Online: 2017-10-11
Published Print: 2017-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Morimoto, Yusuke
License valid from 2017-10-11