A forward Monte Carlo method for American options pricing

von Miao, Daniel Wei-chung
Veröffentlicht in The journal of futures markets (2013)

An early-exercise-probability perspective of American put options in the low-interest-rate era

von Miao, Daniel Wei-Chung
Veröffentlicht in The journal of futures markets (2015)

Using forward Monte-Carlo simulation for the valuation of American barrier options

von Wei-Chung Miao, Daniel
Veröffentlicht in Annals of operations research ; volume 264, numbers 1/2 (May 2018) (2018)