Gautam Jain

L.O.G. International Corp.

New York, NY

SCHOLARLY PAPERS

1

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Enhanced Monte Carlo Estimates for American Option Prices

J. OF DERIVATIVES, Fall 1997
Posted: 06 Nov 1997
Mark Broadie, Paul Glasserman and Gautam Jain
Columbia University - Columbia Business School - Decision Risk and Operations, Columbia Business School and L.O.G. International Corp.

Abstract:

Loading...