Valuing American options using fast recursive projections

Reference : Valuing American options using fast recursive projections


	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/16351

Title :	Valuing American options using fast recursive projections
Language :	English
Author, co-author :	Cosma, Antonio [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA) >]
Publication date :	16-Jul-2013
Peer reviewed :	No
Audience :	International
Event name :	Quantitative Economics Conference (QEC2013)
Event date :	14-7-2013 to 18-7-2013
Event place (city) :	Beijing
Event country :	China
Permalink :	http://hdl.handle.net/10993/16351

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