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Output details

19 - Business and Management Studies

Output 5 of 374 in the submission

Article title

A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction

Type

D - Journal article

DOI

Title of journal

European Journal of Operational Research

Article number

Volume number

n/a

Issue number

First page of article

n/a

ISSN of journal

03772217

Year of publication

2013

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

None

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract