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	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference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
	Focus Areas :	Finance
	To cite this reference:	http://hdl.handle.net/10993/30015

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 []
	Pederzoli, Paola []
	Scaillet, Olivier []
Publication date :	May-2016
Peer reviewed :	No
Audience :	International
Event name :	33rd French Finance Association Conference
Event date :	May 23-25, 2016.
Target :	Researchers
Permalink :	http://hdl.handle.net/10993/30015

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