A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction

  • Xing Jin
  • , Xun Li
  • , Hwee Huat Tan
  • , Zhenyu Wu

Research output: Journal article publication › Journal article › Academic research › peer-review

13 Citations (Scopus)

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Keyphrases

Engineering

Computer Science

Mathematics

Economics, Econometrics and Finance