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Heinrich Matzinger

Universite de Montreal

C.P. 6128, succursale Centre-Ville

Montreal, Quebec H3C 3J7

Canada

SCHOLARLY PAPERS

1

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240

TOTAL CITATIONS

1

Scholarly Papers (1)

1.

Convergence of the Stochastic Mesh Estimator for Pricing Bermudan Options

Journal of Computational Finance, Vol. 7, Summer 2004
Number of pages: 20 Posted: 14 Jul 2004
athanasios avramidis and Heinrich Matzinger
School of Mathematics, Univ. of Southampton and Universite de Montreal
Downloads 240 (317,870)
Citation 1

Abstract:

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Monte Carlo, American option, convergence