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American Monte Carlo
  • Monte Carlo simulation algorithms for the pricing of American options , P.BQ.Lin (2008)
  • Levy-Sheffer Systems and the Longstaff-Schwartz Algorithm for American Option Pricing , S.Gerhold (2008)
  • Conditional Analytic Monte Carlo Pricing Scheme for Auto-Callable Products , C.P. Fries, M.S. Joshi (2008)
  • A Perturbative Approach to Bermudan Options Pricing , R.Baviera, L.Giada (2006)
  • General Duality for Perpetual American Options , A.Alfonsi, B.Jourdain (2006)
  • Number of paths versus number of basis functions in American option pricing , P.Glasserman, B.Yu (2005)
  • Simulation for American Options: Regression Now or Regression Later? , P.Glasserman, B.Yu (2004)
  • Monte Carlo valuation of American options , L.C.G. Rogers (2002)
  • Valuing American Options by Simulation : A Simple Least-Squares Approach , F.A. Longstaff, E.S. Schwartz (2001)
  • Just-In-Time Monte Carlo for Path Dependent American Options , S.K.Dutt, G.M.Welke (2001)
  • Quadratic convergence for valuing american options using a penalty method , P.A. Forsyth, K.R. Vetzal (2001)
  • An Analysis of a Least Squares Regression Method for American Option Pricing , E.Cl?ment, D.Lamberton, P.Protter (2001)
  • Pricing American Options: A Comparison of Monte Carlo Simulation Approaches , M.C.Fu, S.B.Laprise, D.B.Mada, Y.Su, R.Wu (2000)
  • Numerical valuation of high dimensional multivariate American securities , J. Barraquand, D. Martineau (1995)





















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