Pricing Bounds for Volatility Derivatives via Duality and Least Squares Monte Carlo
Crossref DOI link: https://doi.org/10.1007/s10957-017-1168-2
Published Online: 2017-09-15
Published Print: 2018-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Guo, Ivan http://orcid.org/0000-0002-6483-6654
Loeper, Gregoire
Text and Data Mining valid from 2017-09-15