Fast Lower and Upper Estimates for the Price of Constrained Multiple Exercise American Options by Single Pass Lookahead Search and Nearest-Neighbor Martingale - Nicolas Essis-Breton, Patrice Gaillardetz

Fast Lower and Upper Estimates for the Price of Constrained Multiple Exercise American Options by Single Pass Lookahead Search and Nearest-Neighbor Martingale - Nicolas Essis-Breton, Patrice Gaillardetz | Arena