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Scientific congresses, symposiums and conference proceedings : Unpublished conference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/10993/30017
Valuing American options using fast recursive projections
English
Cosma, Antonio mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Center for Research in Economic Analysis (CREA) >]
Galluccio, Stefano []
Pederzoli, Paola []
Scaillet, Olivier []
Dec-2016
No
International
14th Paris December Finance Meeting
December 20, 2016
Researchers
http://hdl.handle.net/10993/30017

There is no file associated with this reference.

Bookmark and Share SFX Query

All documents in ORBilu are protected by a user license.