ESAIM: Proceedings and Surveys

Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view

Bruno Bouchard, Ki Wai Chau, Arij Manai and Ahmed Sid-Ali

ESAIM: ProcS, 65 (2019) 294-308x

Published online: 02 April 2019

DOI: 10.1051/proc/201965294

Bruno Bouchard

Ki Wai Chau

Arij Manai

Ahmed Sid-Ali

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