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Scientific congresses, symposiums and conference proceedings : Unpublished conference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 mailto [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]
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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