Open AccessValuing American Options Using Fast Recursive Projections
Author(s) -
Antonio Cosma,
Stefano Galluccio,
Paola Pederzoli,
Olivier Scaillet
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2022397
Subject(s) - econometrics , computer science , mathematics , economics
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