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An irregular grid approach for pricing high-dimensional American options
Berridge, S. J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989009
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Pricing high-dimensional American options using local consistency conditions
Berridge, S. J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989034
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Using localosed quadratic functions on an irregular grid for pricing high-dimensional American options
Berridge, S. J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989047
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Coherent acceptability measures in multiperiod models
Roorda, Berend; Schumacher, Johannes M.; Engwerda, … - In: Mathematical finance : an international journal of … 15 (2005) 4, pp. 589-612
Persistent link: https://www.econbiz.de/10003121131
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An irregular grid approach for pricing high-dimensional American options
Berridge, S. J. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718087
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Introduction to financial derivatives : modeling, pricing and hedging
Schumacher, Johannes M. - 2020
Persistent link: https://www.econbiz.de/10012435295