Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view

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Authors: Bruno Bouchard, Ki Wai Chau, Arij Manai, Ahmed Sid-Ali

Journal title: ESAIM: Proceedings and Surveys, 2019, doi not recognised by system, https://doi.org/10.1051/proc/201965294

Journal publisher: EDP Sciences

Published year: 2019