Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

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Minqiang, Li ; Minqiang, Li. (2010) A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes.
In: Review of Derivatives Research. RePEc:kap:revdev:v:13:y:2010:i:2:p:177-217.

Full description at Econpapers

cites:

Clément E., Lamberton D., Protter P. (2002) An analysis of a least squares regression algorithm for American option pricing. Finance and Stochastics 6: 449–471.

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