Quasi-Monte Carlo simulation and variance reduction technique of American option pricing

CAO XiaoLong;HU YunJiao

Journal of Beijing University of Chemical Technology ›› 2014, Vol. 41 ›› Issue (3) : 119-124.

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Journal of Beijing University of Chemical Technology ›› 2014, Vol. 41 ›› Issue (3) : 119-124.

管理与数理科学

Quasi-Monte Carlo simulation and variance reduction technique of American option pricing

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Received	Revised	Published
2013-09-18	1900-01-01	2014-05-20
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2014-05-20

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