A Pruned and Bootstrapped American Option Simulator

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dc.contributor.author Broadie, Mark
dc.contributor.author Glasserman, Paul
dc.date.accessioned 2012-01-12T18:50:45Z
dc.date.available 2012-01-12T18:50:45Z
dc.date.issued 1995
dc.identifier.uri http://www.lib.ncsu.edu/resolver/1840.4/6704
dc.format.extent 1006019 bytes
dc.format.mimetype application/pdf
dc.format.mimetype application/pdf
dc.language.iso en
dc.publisher Institute of Electrical and Electronics Engineers (IEEE)
dc.relation.ispartofseries Winter Simulation Conference Proceedings
dc.title A Pruned and Bootstrapped American Option Simulator
dc.type Technical report


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