Forster, R. and Kornhuber, R. and Mautner, R. and Sander, O. (2008) Fast and reliable pricing of American options with local volatility. In: Decomposition Methods in Science and Engineering XVII. Springer, pp. 383-390. ISBN 978-3-540-75198-4
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| Item Type: | Book Section |
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| Subjects: | Mathematical and Computer Sciences > Mathematics |
| ID Code: | 1703 |
| Deposited By: | Sabrina Nordt |
| Deposited On: | 24 Aug 2015 10:11 |
| Last Modified: | 03 Mar 2017 14:41 |
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