Reference : Valuing American options using fast recursive projections |
Scientific congresses, symposiums and conference proceedings : Unpublished conference | |||
Business & economic sciences : Finance | |||
Finance | |||
http://hdl.handle.net/10993/30015 | |||
Valuing American options using fast recursive projections | |
English | |
Cosma, Antonio ![]() | |
Galluccio, Stefano [] | |
Pederzoli, Paola ![]() | |
Scaillet, Olivier ![]() | |
May-2016 | |
No | |
International | |
33rd French Finance Association Conference | |
May 23-25, 2016. | |
Researchers | |
http://hdl.handle.net/10993/30015 |
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