Phelim P. Boyle

Publication Activity (10 Years)

Years Active: 2003-2003
Publications (10 Years): 0

Publications

Phelim P. Boyle, Adam W. Kolkiewicz, Ken Seng Tan
An improved simulation method for pricing high-dimensional American derivatives. Math. Comput. Simul. 62 (3-6) (2003)