A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes

✍ Scribed by Li, Minqiang (author)

• Publisher: Springer US
• Year: 2009
• Tongue: English
• Weight: 789 KB
• Volume: 13
• Category: Article
• ISSN: 1380-6645
• DOI: 10.1007/s11147-009-9047-0