EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"suboptimal non-exercise"
Narrow search

Narrow search

Year of publication
Subject
All
American option 1 Bermudan option 1 Black-Scholes model 1 Black-Scholes-Modell 1 Dividend 1 Dividende 1 Numerical analysis 1 Numerisches Verfahren 1 Option pricing 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 discrete dividend paying stock 1 discrete transform 1 numerical techniques 1 suboptimal non-exercise 1
more ... less ...
Online availability
All
Free 1
Type of publication
All
Book / Working Paper 1
Type of publication (narrower categories)
All
Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
All
English 1
Author
All
Cosma, Antonio 1 Galluccio, Stefano 1 Pederzoli, Paola 1 Scaillet, Olivier 1
Published in...
All
CREA discussion paper 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
Valuing American options using fast recursive projections
Cosma, Antonio; Galluccio, Stefano; Pederzoli, Paola; … - 2015
Persistent link: https://www.econbiz.de/10011853284
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...