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 -
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