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	A Modified Least-Squares Simulation Approach to Value American Barrier Options
	Zhang, Lihua[1]; Zhang, Weiguo[2]; Xu, Weijun[2]; Shi, Xiang[3]
刊名	COMPUTATIONAL ECONOMICS
	2014
卷号	44页码:489-506
关键词	Least-squares simulation Total least squares Quasi-Monte Carlo Barrier option
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/2216046
专题	华南理工大学
作者单位	1.[1]Zhejiang Univ Technol, Coll Econ & Management, Hangzhou 310023, Zhejiang, Peoples R China 2.[2]S China Univ Technol, Sch Business Adm, Guangzhou 510640, Guangdong, Peoples R China 3.[3]SUNY Stony Brook, Stony Brook, NY 11790 USA
推荐引用方式 GB/T 7714	Zhang, Lihua[1],Zhang, Weiguo[2],Xu, Weijun[2],et al. A Modified Least-Squares Simulation Approach to Value American Barrier Options[J]. COMPUTATIONAL ECONOMICS,2014,44:489-506.
APA	Zhang, Lihua[1],Zhang, Weiguo[2],Xu, Weijun[2],&Shi, Xiang[3].(2014).A Modified Least-Squares Simulation Approach to Value American Barrier Options.COMPUTATIONAL ECONOMICS,44,489-506.
MLA	Zhang, Lihua[1],et al."A Modified Least-Squares Simulation Approach to Value American Barrier Options".COMPUTATIONAL ECONOMICS 44(2014):489-506.

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