TY -
GEN
AU - Chen, Nan
AU - Liu, Yanchu
TI -
American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach
PB - Institute for Operations Research and the Management Sciences (INFORMS)
SN - 0030-364X
SN - 1526-5463
KW - Management Science and Operations Research
KW - Computer Science Applications
PY - 2014
ER -