The optimal exercising problem from American options: a comparison of solution methods
| Year of publication: |
2007-12-12
|
|---|---|
| Authors: | DeHaven, Sara |
| Publisher: |
Kansas State University |
| Subject: | American options | Least-squares method | Finite difference method | Finance | Engineering | Industrial | Operations Research |
| Type of publication: | Book / Working Paper |
|---|---|
| Type of publication (narrower categories): | Thesis |
| Language: | English |
| Source: | BASE |
Persistent link: https://www.econbiz.de/10009463994