Analyzing the Bias in the Primal-Dual Upper Bound Method for Early Exercisable Derivatives: Bounds, Estimation and Removal
2015 ◽
Vol 16
(4)
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pp. 519-533
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1989 ◽
Vol 19
(2)
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pp. 211-222
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1996 ◽
Vol 56
(1-4)
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pp. 820-833
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2001 ◽
Vol 67
(654)
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pp. 579-584
1992 ◽
pp. 114-130
2021 ◽
Keyword(s):
Keyword(s):
2020 ◽
Vol 183
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pp. 105835
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