September 01, 2004 article Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options Management Science DOI: 10.1287/mnsc.1040.0258 OpenAlex Authors 0 Author list not loaded yet. Cited by 1 stored of 437 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Pricing American options by exercise rate optimization 2020 Quantitative Finance article Economics, Econometrics and Finance Stochastic processes and financial applications Open access 23 citations 1 result References 0