✦ LIBER ✦
Lagrange Multiplier Approach with Optimized Finite Difference Stencils for Pricing American Options under Stochastic Volatility
✍ Scribed by Ito, Kazufumi; Toivanen, Jari
- Book ID
- 118191053
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 2009
- Tongue
- English
- Weight
- 379 KB
- Volume
- 31
- Category
- Article
- ISSN
- 1064-8275
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