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  • Search: person:"Banerjee, Purba"
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Bermudan options 1 Derivat 1 Derivative 1 Fast Greeks 1 Finite difference method for option pricing 1 Method of lines 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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Banerjee, Purba 1 Jain, Shashi 1 Murthy, Vasudeva 1
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Computational economics 1
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Did you mean: person:"Banerjee, purna" (5 results)
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Method of lines for valuation and sensitivities of Bermudan options
Banerjee, Purba; Murthy, Vasudeva; Jain, Shashi - In: Computational economics 63 (2024) 1, pp. 245-270
Persistent link: https://www.econbiz.de/10014472099
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