Efficient numerical methods for pricing American options under stochastic volatility

Efficient numerical methods for pricing American options under stochastic volatility

datePublished

• 2005

identifier

• propertyID: FI-FENNI value: 819821
• propertyID: FI-MELINDA value: 000406455
• propertyID: skl value: fx819821

isbn

• 9513923495

isPartOf

• Fennica
• Reports of the Department of Mathematical Information Technology : Series C, Software and Computational Engineering / University of Jyväskylä, Department of Mathematical Information Technology

name

• Efficient numerical methods for pricing American options under stochastic volatility

numberOfPages

• 26, [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