Pricing American options using LU decomposition

Pricing American options using LU decomposition

datePublished

• 2004

description

• kuvitettu

identifier

• propertyID: FI-FENNI value: 779556
• propertyID: FI-MELINDA value: 000386268
• propertyID: skl value: fx779556

isbn

• 9513918572

isPartOf

• Fennica
• Reports of the Department of Mathematical Information Technology. Series E, Educational technology / University of Jyväskylä

name

• Pricing American options using LU decomposition

numberOfPages

• 20, [2] s.

P60048

• <http://rdaregistry.info/termList/RDACarrierType/1049>

P60050

• <http://rdaregistry.info/termList/RDAMediaType/1007>

publication

• location: Jyväskylä organizer: Jyväskylän kasvatusopillinen korkeakoulu Jyväskylän yliopisto

publisher

• Jyväskylän kasvatusopillinen korkeakoulu
• Jyväskylän yliopisto