Optimal delaunay and Voronoi quantization schemes for pricing American style options
Year of publication: |
2012
|
---|---|
Authors: | Pagès, Gilles ; Wilbertz, Benedikt |
Published in: |
Numerical methods in finance : Bordeaux, June 2010. - Berlin : Springer, ISBN 3-642-25745-3. - 2012, p. 171-213
|
Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
-
Do Chinese retail option traders know anything about market volatility?
Liu, Ming-hua, (2012)
-
First-order calculus and option pricing
Carr, Peter, (2014)
-
Neuhaus, Holger, (1995)
- More ...
-
Dual quantization for random walks with application to credit derivatives
Pagès, Gilles, (2012)
-
Dual quantization for random walks with application to credit derivatives
Pagès, Gilles, (2012)
-
How to speed up the quantization tree algorithm with an application to swing options
Bronstein, Anne Laure, (2010)
- More ...