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Valuing American options using fast recursive projections
Cosma, Antonio; Galluccio, Stefano; Pederzoli, Paola et al.
201633rd French Finance Association Conference
 

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Disciplines :
Finance
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
External co-authors :
yes
Language :
English
Title :
Valuing American options using fast recursive projections
Publication date :
May 2016
Event name :
33rd French Finance Association Conference
Event date :
May 23-25, 2016.
Audience :
International
Focus Area :
Finance
Available on ORBilu :
since 06 March 2017

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