An irregular grid approach for pricing high-dimensional American options

by S. J. Berridge ...

Year of publication:	Febr. 2004 ; [Elektronische Ressource]
Other Persons:	Berridge, S. J. (contributor) ; Schumacher, Johannes M. (contributor)
Institutions:	Center for Economic Research <Tilburg> (contributor)
Publisher:	Tilburg : Center for Economic Research
Subject:	Optionspreistheorie \| Option pricing theory \| Optionsgeschäft \| Option trading

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