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dcterms:bibliographicCitation <http://dblp.uni-trier.de/rec/bibtex/journals/algorithmica/CoyleY99>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/J._J._Yang>
dc:creator <https://dblp.l3s.de/d2r/resource/authors/L._N._Coyle>
foaf:homepage <http://dx.doi.org/doi.org%2F10.1007%2FPL00009284>
foaf:homepage <https://doi.org/10.1007/PL00009284>
dc:identifier DBLP journals/algorithmica/CoyleY99 (xsd:string)
dc:identifier DOI doi.org%2F10.1007%2FPL00009284 (xsd:string)
dcterms:issued 1999 (xsd:gYear)
swrc:journal <https://dblp.l3s.de/d2r/resource/journals/algorithmica>
rdfs:label Analysis of the SSAP Method for the Numerical Valuation of High-Dimensional Multivariate American Securities. (xsd:string)
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/J._J._Yang>
foaf:maker <https://dblp.l3s.de/d2r/resource/authors/L._N._Coyle>
swrc:number 1 (xsd:string)
swrc:pages 75-98 (xsd:string)
owl:sameAs <http://bibsonomy.org/uri/bibtexkey/journals/algorithmica/CoyleY99/dblp>
owl:sameAs <http://dblp.rkbexplorer.com/id/journals/algorithmica/CoyleY99>
rdfs:seeAlso <http://dblp.uni-trier.de/db/journals/algorithmica/algorithmica25.html#CoyleY99>
rdfs:seeAlso <https://doi.org/10.1007/PL00009284>
dc:subject American options, American pricing, Monte Carlo simulation, Optimal control, Finite-difference, Itô process. (xsd:string)
dc:title Analysis of the SSAP Method for the Numerical Valuation of High-Dimensional Multivariate American Securities. (xsd:string)
dc:type <http://purl.org/dc/dcmitype/Text>
rdf:type swrc:Article
rdf:type foaf:Document
swrc:volume 25 (xsd:string)