American Option pricing with Functional Stochastic Algorithms
march, 2006
Publication type:
Conference without proceedings
Conference:
Séminaire Bachelier, Institut Poincaré
BibTeX:
@conference{Bar-Gir-Roy-Str-2006-1,
author={Kengy Barty and Pierre Girardeau and Jean-Sébastien Roy and
Cyrille Strugarek },
title={American Option pricing with Functional Stochastic Algorithms },
publisher={Séminaire Bachelier, Institut Poincaré },
year={2006 },
month={3},
}