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Article Dans Une Revue Methodology and Computing in Applied Probability Année : 2013

Multi-asset American options and parallel quantization

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hal-00858355 , version 1 (05-09-2013)

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A. Bronstein, G. Pagès, J. Portès. Multi-asset American options and parallel quantization. Methodology and Computing in Applied Probability, 2013, 15 (3), pp.547-561. ⟨10.1007/s11009-011-9265-4⟩. ⟨hal-00858355⟩
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