Using forward Monte-Carlo simulation for the valuation of American barrier options
Crossref DOI link: https://doi.org/10.1007/s10479-017-2639-4
Published Online: 2017-10-11
Published Print: 2018-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Miao, Daniel Wei-Chung
Lee, Yung-Hsin
Wang, Jr-Yan
Funding for this research was provided by:
National Science Council Taiwan (TW) (NSC 100-2410-H-011-006)
License valid from 2017-10-11