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	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference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/10993/17913

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) >]
	Galluccio, Stefano [BNP Paribas]
	Pederzoli, Paola [Université de Genève - UNIGE and Swiss Finance Institute]
	Scaillet, Olivier [Université de Genève - UNIGE and Swiss Finance Institute]
Publication date :	Apr-2014
Peer reviewed :	No
Audience :	International
Event name :	Mathematical and Statistical Methods for Actuarial Sciences and Finance
Event date :	22-4-2014 to 24-4-2014
Event organizer :	Università di Salerno
Event place (city) :	Vietri sul Mare
Event country :	Italy
Permalink :	http://hdl.handle.net/10993/17913

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