✦ LIBER ✦

COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY

✍ Scribed by IKONEN, SAMULI; TOIVANEN, JARI

Book ID: 120648833
Publisher: World Scientific Publishing Company
Year: 2007
Tongue: English
Weight: 403 KB
Volume: 10
Category: Article
ISSN: 0219-0249
DOI: 10.1142/S0219024907004202

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