Numerical Procedure for Calibration of Volatility with American Options
| Year of publication: |
2005
|
|---|---|
| Authors: | Achdou, Yves ; Pironneau, Olivier |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 12.2005, 3, p. 201-242
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