766 followers
RT @slashbin: A short comparison of Monte Carlo techniques for pricing American options, published in the book written to celebrate our col…
RT @slashbin: A short comparison of Monte Carlo techniques for pricing American options, published in the book written to celebrate our col…
A short comparison of Monte Carlo techniques for pricing American options, published in the book written to celebrate our colleague Pierre L'Ecuyer: https://t.co/zAIwB2XkrN @UMontrealDIRO