"Non-Nested Monte Carlo Dual Bounds for Multi-Exercisable Options" by Xiang Cheng and Zhuo Jin

Article Title

Non-Nested Monte Carlo Dual Bounds for Multi-Exercisable Options

Authors

Xiang Cheng, Centre for Actuarial Studies, Department of Economics, The University of Melbourne, VIC 3010, AustraliaFollow
Zhuo Jin, Centre for Actuarial Studies, Department of Economics, The University of Melbourne, VIC 3010, AustraliaFollow

DOI

10.31390/cosa.13.3.02

Recommended Citation

Cheng, Xiang and Jin, Zhuo (2019) "Non-Nested Monte Carlo Dual Bounds for Multi-Exercisable Options," Communications on Stochastic Analysis: Vol. 13: No. 3, Article 2.
DOI: 10.31390/cosa.13.3.02
Available at: https://repository.lsu.edu/cosa/vol13/iss3/2

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