Using Richardson extrapolation techniques to price American options with alternative stochastic processes
| Year of publication: |
2012
|
|---|---|
| Authors: | Chang, Chuang-Chang ; Lin, Jun-Biao ; Tsai, Wei-Che ; Wang, Yaw-Huei |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 39.2012, 3, p. 383-407
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