S. Chaudhary

Chapter 1 MONTE CARLO SIMULATION FOR AMERICAN OPTIONS

R. Caflisch, S. Chaudhary, 2005 .

Monte Carlo Simulation for American Options

R. Caflisch, S. Chaudhary, 2004 .

American Options and the Lsm Algorithm: Quasi-Random Sequences and Brownian Bridges

S. Chaudhary, Suneal K. Chaudhary, 2005 .

A SIMPLE AMERICAN OPTION PRICING METHOD USING THE FAST FOURIER TRANSFORM

S. Chaudhary, 2007 .

Monte Carlo methods for American options

Russel E. Caflisch, Suneal Chaudhary, R. Caflisch, 2004, Proceedings of the 2004 Winter Simulation Conference, 2004..