%0 Journal Article %1 Moreni2004 %A Moreni, Nicola %D 2004 %J Physica A: Statistical Mechanics and its Applications %K American options %N 1-2 %P 292--295 %T A variance reduction technique for American option pricing %U http://www.sciencedirect.com/science/article/B6TVG-4BX0G88-1/1/fa4a9428e5f4578b7849e15961a39093 %V 338

@article{Moreni2004, added-at = {2008-04-22T10:36:30.000+0200}, author = {Moreni, Nicola}, biburl = {https://www.bibsonomy.org/bibtex/2ff3c0dea1022d8c14f2d25a96bd01d5b/smicha}, day = 01, description = {Physica A}, interhash = {339da16fa98041c54e12a92abead9bea}, intrahash = {ff3c0dea1022d8c14f2d25a96bd01d5b}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {American options}, month = Jul, number = {1-2}, pages = {292--295}, timestamp = {2008-04-22T10:55:28.000+0200}, title = {A variance reduction technique for American option pricing}, url = {http://www.sciencedirect.com/science/article/B6TVG-4BX0G88-1/1/fa4a9428e5f4578b7849e15961a39093}, volume = 338, year = 2004 }