A Fast Method for Pricing Early-Exercise Options with the FFT
Conference Paper
(2007)
Author(s)
R Lord (External organisation)
F Fang (TU Delft - Old - EWI Sect. Numerical Analysis)
F Bervoets (External organisation)
CW Oosterlee (TU Delft - Numerical Analysis)
Research Group
Old - EWI Sect. Numerical Analysis
To reference this document use:
https://resolver.tudelft.nl/uuid:0441cdf7-24bc-4a30-a6cf-1d0d1662786b
More Info
expand_more
expand_more
Publication Year
2007
Research Group
Old - EWI Sect. Numerical Analysis
Pages (from-to)
415-422
Publisher
Springer
ISBN (print)
3-540-72585-5
Event
7th International Conference Beijing, China, May 2007 (2007-05-27 - 2007-05-30), Heidelberg
Downloads counter
123
No files available
Metadata only record. There are no files for this record.