Repository: Freie Universit├Ąt Berlin, Math Department

Fast and reliable pricing of American options with local volatility

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
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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