2020-06-22 - 20:22 CEMSE AMCS STOCHNUM KAUST CEMSE AMCS STOCHNUM Pricing American options The manuscript entitled "Pricing American options by exercise rate optimization" is accepted in Quantitative Finance, and will be run as a feature. The manuscript is authored by Christian Bayer, Raul Tempone, and Soren Wolfers. Related URLs Pricing American options by exercise rate optimization Related Persons Raul Tempone Professor, Applied Mathematics and Computational Sciences AMCS CEMSE SRI STAT STOCHNUM numerical analysis Computational finance computational statistics Sören Wolfers PhD Degree, Applied Mathematics and Computational Sciences AMCS CEMSE STOCHNUM numerical analysis uncertainty quantification
