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Valuing American options using fast recursive projections - 2016
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Unpublished conference/Abstract (Scientific congresses, symposiums and conference proceedings)
Valuing American options using fast recursive projections
COSMA, Antonio
;
Galluccio, Stefano
;
Pederzoli, Paola
et al.
2016
•
StochMod 2016
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https://hdl.handle.net/10993/30016
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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 :
July 2016
Event name :
StochMod 2016
Event date :
July 11-13, 2016
Audience :
International
Focus Area :
Finance
Available on ORBilu :
since 06 March 2017
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