Valuing American Options Using Fast Recursive Projections
Year of publication: |
2016
|
---|---|
Authors: | Cosma, Antonio |
Other Persons: | Galluccio, Stefano (contributor) ; Pederzoli, Paola (contributor) ; Scaillet, O. (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (67 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2788072 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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