Operator splitting methods for pricing American options with stochastic volatility

Operator splitting methods for pricing American options with stochastic volatility

datePublished

• 2004

description

• kuvitettu

identifier

• propertyID: FI-FENNI value: 782927
• propertyID: FI-MELINDA value: 000386282
• propertyID: skl value: fx782927

isbn

• 9513919803

isPartOf

• Fennica
• Reports of the Department of Mathematical Information Technology / University of Jyväskylä. Series B, Scientific Computing

name

• Operator splitting methods for pricing American options with 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