Reference : Valuing American options using fast recursive projections |
Scientific congresses, symposiums and conference proceedings : Unpublished conference | |||
Business & economic sciences : Finance | |||
http://hdl.handle.net/10993/17913 | |||
Valuing American options using fast recursive projections | |
English | |
Cosma, Antonio ![]() | |
Galluccio, Stefano [BNP Paribas] | |
Pederzoli, Paola [Université de Genève - UNIGE and Swiss Finance Institute] | |
Scaillet, Olivier [Université de Genève - UNIGE and Swiss Finance Institute] | |
Apr-2014 | |
No | |
International | |
Mathematical and Statistical Methods for Actuarial Sciences and Finance | |
22-4-2014 to 24-4-2014 | |
Università di Salerno | |
Vietri sul Mare | |
Italy | |
http://hdl.handle.net/10993/17913 |
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