| 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| Scientific congresses, symposiums and conference proceedings : Unpublished conference | |||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/10993/30016 | |||
| Valuing American options using fast recursive projections | |
| English | |
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 [] | |
| Jul-2016 | |
| No | |
| International | |
| StochMod 2016 | |
| July 11-13, 2016 | |
| Researchers | |
| http://hdl.handle.net/10993/30016 |
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