Scott B. Laprise

Publication Activity (10 Years)

Years Active: 2001-2006
Publications (10 Years): 0

Publications

Scott B. Laprise, Michael C. Fu, Steven I. Marcus, Andrew E. B. Lim, Huiju Zhang
Pricing American-Style Derivatives with European Call Options. Manag. Sci. 52 (1) (2006)
Scott B. Laprise, Michael C. Fu, Steven I. Marcus, Andrew E. B. Lim
A new approach to pricing American-style derivatives. WSC (2001)