%0 Journal Article %1 journals/eor/JinLTW13 %A Jin, Xing %A Li, Xun %A Tan, Hwee Huat %A Wu, Zhenyu %D 2013 %J Eur. J. Oper. Res. %K dblp %N 2 %P 362-370 %T A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction. %U http://dblp.uni-trier.de/db/journals/eor/eor231.html#JinLTW13 %V 231

@article{journals/eor/JinLTW13, added-at = {2020-02-21T00:00:00.000+0100}, author = {Jin, Xing and Li, Xun and Tan, Hwee Huat and Wu, Zhenyu}, biburl = {https://www.bibsonomy.org/bibtex/203013fe0c73f46f226b3071201f38f53/dblp}, ee = {https://doi.org/10.1016/j.ejor.2013.05.035}, interhash = {7a94fcb4a259f8f2c88c8d42d8fc0029}, intrahash = {03013fe0c73f46f226b3071201f38f53}, journal = {Eur. J. Oper. Res.}, keywords = {dblp}, number = 2, pages = {362-370}, timestamp = {2020-02-22T12:36:32.000+0100}, title = {A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction.}, url = {http://dblp.uni-trier.de/db/journals/eor/eor231.html#JinLTW13}, volume = 231, year = 2013 }