Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions

Carl Chiarella, Nadima El-Hassan, Adam Kucera

Year of publication:	1999
Authors:	Chiarella, Carl ; Hassan, Nadima el ; Kuczera, Adam
Published in:	Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 23.1999, 9/10, p. 1387-1424
Subject:	Derivat \| Derivative \| Futures \| Optionspreistheorie \| Option pricing theory \| Optionsgeschäft \| Option trading \| Theorie \| Theory

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